+74.2%
OTIS vs LBRT
+823.9%
-749.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.5% |
| 7D | -0.7% | +8.7% | -9.5% | -1.3% |
| 30D | -2.0% | +6.6% | -8.6% | -2.5% |
| 3M | +2.6% | -34.5% | +37.0% | +5.1% |
| 6M | -20.9% | -24.5% | +3.6% | -20.1% |
| YTD | -17.1% | +12.7% | -29.8% | -19.0% |
| 1Y | -15.9% | +94.8% | -110.7% | -22.0% |
| 3Y | -12.7% | +31.9% | -44.6% | -18.1% |
| 5Y | -15.7% | +111.8% | -127.6% | -25.8% |
| All | +74.2% | +823.9% | -749.6% | +31.1% |
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 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