+105.1%
OSCR vs LBRT
-25.0%
+130.1%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -11.2% | +19.8% | +8.6% |
| 7D | +15.5% | -25.3% | +40.8% | +16.1% |
| 30D | +8.5% | -32.9% | +41.4% | +9.6% |
| 3M | +15.8% | -33.3% | +49.2% | +16.7% |
| 6M | +89.5% | -61.0% | +150.5% | +93.9% |
| YTD | +144.9% | -28.0% | +172.9% | +114.4% |
| 1Y | +105.1% | -21.5% | +126.6% | +57.6% |
| All | +105.1% | -25.0% | +130.1% | +57.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling