+15.7%
OVV vs LBRT
-15.3%
+31.1%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.2% |
| 7D | +8.0% | +9.2% | -1.2% | +2.8% |
| 30D | -2.0% | -27.5% | +25.5% | +13.6% |
| 3M | +5.4% | -37.9% | +43.3% | +30.8% |
| 6M | +14.3% | -60.7% | +75.0% | +74.5% |
| YTD | +69.4% | -28.5% | +97.9% | +79.0% |
| 1Y | +72.4% | -13.2% | +85.6% | +61.6% |
| 3Y | +58.4% | -28.8% | +87.2% | +47.8% |
| 5Y | +106.1% | +28.0% | +78.2% | +32.9% |
| All | +15.7% | -15.3% | +31.1% | -20.1% |
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