+222.3%
ON vs LBRT
+33.5%
+188.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +0.7% |
| 7D | +2.4% | +8.3% | -5.8% | +0.3% |
| 30D | -3.3% | +6.1% | -9.4% | -4.9% |
| 3M | -43.6% | -34.8% | -8.8% | -37.3% |
| 6M | +19.0% | -24.8% | +43.8% | +26.6% |
| YTD | +37.4% | +12.2% | +25.1% | +30.0% |
| 1Y | +54.8% | +94.0% | -39.2% | +23.5% |
| 3Y | -25.2% | +31.3% | -56.4% | -36.7% |
| 5Y | +62.7% | +111.8% | -49.1% | +13.3% |
| All | +222.3% | +33.5% | +188.8% | +75.2% |
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