+174.3%
ON vs LBRT
-22.5%
+196.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.4% | -4.9% | -1.0% |
| 7D | -11.7% | -29.1% | +17.5% | -3.3% |
| 30D | -23.3% | -38.4% | +15.1% | -12.9% |
| 3M | -19.2% | -40.1% | +20.9% | -7.7% |
| 6M | -40.1% | -62.9% | +22.8% | -22.9% |
| YTD | +16.9% | -34.5% | +51.4% | +27.4% |
| 1Y | +29.7% | -30.2% | +59.9% | +38.4% |
| 3Y | -4.4% | -37.5% | +33.1% | -1.3% |
| 5Y | +7.1% | +7.6% | -0.5% | -9.8% |
| All | +174.3% | -22.5% | +196.8% | +72.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded LBRT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling