+71.4%
OTIS vs LBRT
+860.2%
-788.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.9% | -5.5% | -1.9% |
| 7D | -0.8% | +6.9% | -7.7% | -1.2% |
| 30D | -4.7% | +7.8% | -12.5% | -5.3% |
| 3M | +1.2% | -25.3% | +26.5% | +2.8% |
| 6M | -20.5% | -19.6% | -1.0% | -20.0% |
| YTD | -18.4% | +17.2% | -35.6% | -20.5% |
| 1Y | -18.1% | +114.1% | -132.2% | -24.5% |
| 3Y | -10.6% | +27.0% | -37.6% | -15.7% |
| 5Y | -16.1% | +128.3% | -144.4% | -26.5% |
| All | +71.4% | +860.2% | -788.8% | +28.6% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling