+92.7%
OTIS vs LBRT
+480.2%
-387.4%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +8.1% | -8.4% | -0.7% |
| 7D | +0.5% | -11.9% | +12.4% | +1.1% |
| 30D | +19.4% | -31.9% | +51.4% | +21.8% |
| 3M | +7.1% | -34.9% | +42.0% | +9.4% |
| 6M | +6.6% | -60.7% | +67.2% | +12.2% |
| YTD | -8.3% | -29.2% | +20.9% | -8.3% |
| 1Y | -11.6% | -23.6% | +12.0% | -12.2% |
| 3Y | +3.1% | -26.8% | +30.0% | +0.4% |
| 5Y | +2.5% | +16.3% | -13.9% | -6.2% |
| All | +92.7% | +480.2% | -387.4% | +48.5% |
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