-12.3%
OTIS vs LBRT
-23.4%
+11.1%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.3% | -4.1% | -0.5% |
| 7D | -2.9% | -1.9% | -1.0% | -2.9% |
| 30D | +16.1% | -32.0% | +48.1% | +12.3% |
| 3M | +6.7% | -39.7% | +46.4% | +2.4% |
| 6M | +6.0% | -61.1% | +67.1% | -1.1% |
| YTD | -9.8% | -29.4% | +19.6% | -12.9% |
| 1Y | -12.3% | -24.5% | +12.1% | -14.7% |
| All | -12.3% | -23.4% | +11.1% | -14.7% |
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