-20.0%
ONON vs LBRT
+100.5%
-120.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.3% | -1.5% |
| 7D | -3.0% | +8.3% | -11.2% | -4.2% |
| 30D | -26.7% | +6.1% | -32.8% | -27.5% |
| 3M | -25.3% | -34.8% | +9.5% | -20.9% |
| 6M | -35.3% | -24.8% | -10.4% | -33.7% |
| YTD | -39.8% | +12.2% | -52.0% | -43.1% |
| 1Y | -39.2% | +94.0% | -133.2% | -49.8% |
| 3Y | -4.2% | +31.3% | -35.5% | -17.2% |
| All | -20.0% | +100.5% | -120.5% | -37.4% |
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