-88.6%
OPEN vs LBRT
+132.7%
-221.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | +0.2% | -9.7% | -9.5% |
| 7D | -31.0% | +13.8% | -44.8% | -32.4% |
| 30D | -41.5% | -32.4% | -9.1% | -38.7% |
| 3M | -64.6% | -39.9% | -24.7% | -62.4% |
| 6M | -73.8% | -60.8% | -12.9% | -70.5% |
| YTD | -78.8% | -29.3% | -49.5% | -78.4% |
| 1Y | -86.8% | -18.9% | -68.0% | -86.8% |
| 3Y | -40.6% | -28.0% | -12.6% | -41.2% |
| 5Y | -94.7% | +26.6% | -121.2% | -95.0% |
| All | -88.6% | +132.7% | -221.2% | -89.6% |
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