+7.1%
OVV vs LBRT
-22.5%
+29.6%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.4% | -6.0% | -3.5% |
| 7D | -16.7% | -29.1% | +12.5% | -1.1% |
| 30D | -1.5% | -38.4% | +36.9% | +24.7% |
| 3M | +1.6% | -40.1% | +41.6% | +28.9% |
| 6M | +2.0% | -62.9% | +64.9% | +60.9% |
| YTD | +56.8% | -34.5% | +91.3% | +74.1% |
| 1Y | +64.8% | -30.2% | +95.0% | +74.4% |
| 3Y | +38.3% | -37.5% | +75.7% | +39.0% |
| 5Y | +84.9% | +7.6% | +77.3% | +31.5% |
| All | +7.1% | -22.5% | +29.6% | -22.3% |
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