-32.8%
OWL vs LBRT
+106.9%
-139.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.9% | -8.4% | -4.7% |
| 7D | -3.9% | +6.9% | -10.9% | -4.3% |
| 30D | -3.7% | +7.8% | -11.5% | -4.2% |
| 3M | +21.4% | -25.3% | +46.7% | +23.4% |
| 6M | +18.3% | -19.6% | +37.9% | +18.6% |
| YTD | -20.1% | +17.2% | -37.3% | -23.8% |
| 1Y | -32.8% | +114.1% | -146.9% | -42.3% |
| All | -32.8% | +106.9% | -139.7% | -42.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling