-0.9%
ONON vs LBRT
+22.1%
-23.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -3.4% | -4.1% | -7.1% |
| 7D | -4.9% | -15.7% | +10.7% | -3.1% |
| 30D | -1.1% | -34.3% | +33.2% | +4.0% |
| 3M | -10.5% | -40.6% | +30.1% | -4.9% |
| 6M | -1.5% | -62.0% | +60.5% | +11.2% |
| YTD | -25.3% | -31.6% | +6.3% | -25.2% |
| 1Y | -0.7% | -25.8% | +25.0% | -2.5% |
| 3Y | +29.0% | -30.4% | +59.4% | +22.1% |
| 5Y | -6.7% | +18.7% | -25.4% | -25.7% |
| All | -0.9% | +22.1% | -23.0% | -17.6% |
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