+402.4%
OSCR vs LBRT
+25.1%
+377.3%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.9% | -1.6% | +2.1% |
| 7D | +10.7% | +6.9% | +3.7% | +10.3% |
| 30D | +18.3% | +7.8% | +10.5% | +17.8% |
| 3M | +20.5% | -25.3% | +45.8% | +21.8% |
| 6M | +138.5% | -19.6% | +158.1% | +138.8% |
| YTD | +129.7% | +17.2% | +112.6% | +123.0% |
| 1Y | +62.8% | +114.1% | -51.3% | +50.2% |
| All | +402.4% | +25.1% | +377.3% | +396.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling