-7.3%
OSCR vs LBRT
+78.8%
-86.1%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.4% | -0.2% |
| 7D | +5.8% | +8.7% | -2.9% | +4.2% |
| 30D | +7.1% | +6.6% | +0.5% | +5.5% |
| 3M | +36.7% | -34.5% | +71.1% | +45.7% |
| 6M | +114.3% | -24.5% | +138.8% | +120.3% |
| YTD | +124.4% | +12.7% | +111.7% | +110.6% |
| 1Y | +75.5% | +94.8% | -19.4% | +43.1% |
| 3Y | +390.1% | +31.9% | +358.3% | +307.1% |
| 5Y | +77.1% | +111.8% | -34.7% | +28.0% |
| All | -7.3% | +78.8% | -86.1% | -34.1% |
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 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