+14.8%
OVV vs LBRT
-16.2%
+31.1%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.1% | +2.2% |
| 7D | +6.5% | +13.8% | -7.3% | -1.0% |
| 30D | -2.7% | -32.4% | +29.7% | +17.0% |
| 3M | +3.1% | -39.9% | +43.0% | +30.3% |
| 6M | +12.8% | -60.8% | +73.6% | +72.6% |
| YTD | +68.1% | -29.3% | +97.4% | +78.6% |
| 1Y | +73.6% | -18.9% | +92.5% | +68.8% |
| 3Y | +57.6% | -28.0% | +85.6% | +45.9% |
| 5Y | +104.5% | +26.6% | +78.0% | +32.7% |
| All | +14.8% | -16.2% | +31.1% | -20.3% |
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