-10.8%
OSCR vs LBRT
+13.4%
-24.2%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.1% | -3.9% | -3.0% |
| 7D | +1.3% | +9.2% | -7.9% | -0.3% |
| 30D | -9.5% | -27.5% | +18.0% | -5.2% |
| 3M | +0.9% | -37.9% | +38.8% | +8.1% |
| 6M | +31.5% | -60.7% | +92.2% | +51.3% |
| YTD | +116.1% | -28.5% | +144.6% | +116.9% |
| 1Y | +122.6% | -13.2% | +135.8% | +114.0% |
| 3Y | +356.6% | -28.8% | +385.4% | +331.1% |
| 5Y | +154.9% | +28.0% | +127.0% | +100.1% |
| All | -10.8% | +13.4% | -24.2% | -32.1% |
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