-14.5%
OWL vs LBRT
-27.1%
+12.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.2% |
| 7D | +1.5% | +9.2% | -7.7% | -0.3% |
| 30D | +13.4% | -27.5% | +41.0% | +19.8% |
| 3M | -21.2% | -37.9% | +16.6% | -14.4% |
| 6M | +4.0% | -60.7% | +64.7% | +24.4% |
| YTD | -29.0% | -28.5% | -0.5% | -29.8% |
| 1Y | -28.4% | -13.2% | -15.2% | -33.5% |
| 3Y | -14.5% | -28.8% | +14.3% | -20.6% |
| All | -14.5% | -27.1% | +12.6% | -20.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling