-9.4%
OTIS vs LBRT
+21.3%
-30.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.4% |
| 7D | -0.7% | +8.7% | -9.5% | -0.8% |
| 30D | -2.0% | +6.6% | -8.6% | -2.1% |
| 3M | +2.6% | -34.5% | +37.0% | +3.2% |
| 6M | -20.9% | -24.5% | +3.6% | -20.8% |
| YTD | -17.1% | +12.7% | -29.8% | -18.3% |
| 1Y | -15.9% | +94.8% | -110.7% | -19.4% |
| All | -9.4% | +21.3% | -30.7% | -12.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling