+93.2%
OTIS vs LBRT
+436.6%
-343.4%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.4% | -6.0% | -1.0% |
| 7D | +4.2% | -29.1% | +33.4% | +6.1% |
| 30D | +20.1% | -38.4% | +58.5% | +23.2% |
| 3M | +7.6% | -40.1% | +47.7% | +10.4% |
| 6M | +4.2% | -62.9% | +67.1% | +10.0% |
| YTD | -8.1% | -34.5% | +26.4% | -7.6% |
| 1Y | -11.5% | -30.2% | +18.7% | -11.6% |
| 3Y | +3.8% | -37.5% | +41.3% | +2.3% |
| 5Y | +5.0% | +7.6% | -2.6% | -3.4% |
| All | +93.2% | +436.6% | -343.4% | +49.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling