+39.1%
OWL vs LBRT
+101.3%
-62.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.9% | -8.4% | -5.3% |
| 7D | -3.9% | +6.9% | -10.9% | -5.2% |
| 30D | -3.7% | +7.8% | -11.5% | -5.3% |
| 3M | +21.4% | -25.3% | +46.7% | +26.7% |
| 6M | +18.3% | -19.6% | +37.9% | +20.5% |
| YTD | -20.1% | +17.2% | -37.3% | -25.5% |
| 1Y | -32.8% | +114.1% | -146.9% | -46.2% |
| 3Y | +8.6% | +27.0% | -18.5% | -5.3% |
| 5Y | -4.5% | +128.3% | -132.8% | -22.7% |
| All | +39.1% | +101.3% | -62.3% | +11.2% |
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