-23.3%
ONON vs LBRT
+115.7%
-139.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.1% | -4.7% | -2.0% |
| 7D | -3.5% | +10.2% | -13.6% | -4.9% |
| 30D | -30.8% | +4.9% | -35.7% | -31.4% |
| 3M | -29.8% | -21.2% | -8.6% | -27.9% |
| 6M | -34.8% | -19.9% | -14.9% | -33.9% |
| YTD | -42.3% | +20.8% | -63.0% | -46.0% |
| 1Y | -39.5% | +123.5% | -163.1% | -51.4% |
| 3Y | -9.3% | +30.9% | -40.2% | -21.2% |
| All | -23.3% | +115.7% | -139.0% | -40.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling