-10.1%
OTIS vs LBRT
-25.0%
+14.9%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -11.2% | +15.1% | +2.6% |
| 7D | +9.5% | -25.3% | +34.8% | +6.4% |
| 30D | +21.1% | -32.9% | +54.0% | +16.9% |
| 3M | +9.0% | -33.3% | +42.3% | +5.4% |
| 6M | +6.4% | -61.0% | +67.4% | -0.6% |
| YTD | -7.1% | -28.0% | +20.9% | -10.4% |
| 1Y | -10.1% | -21.5% | +11.4% | -12.3% |
| All | -10.1% | -25.0% | +14.9% | -12.3% |
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