+29.2%
OWL vs LBRT
+21.4%
+7.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.3% | -3.5% | -0.8% |
| 7D | -2.1% | -1.9% | -0.2% | -1.9% |
| 30D | +11.6% | -32.0% | +43.6% | +18.8% |
| 3M | -13.8% | -39.7% | +25.9% | -6.5% |
| 6M | +7.8% | -61.1% | +68.9% | +25.9% |
| YTD | -25.8% | -29.4% | +3.6% | -24.8% |
| 1Y | -26.5% | -24.5% | -2.0% | -26.8% |
| 3Y | -9.6% | -28.1% | +18.5% | -13.1% |
| 5Y | -20.8% | +23.9% | -44.7% | -30.1% |
| All | +29.2% | +21.4% | +7.8% | +12.3% |
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