-12.3%
OWL vs LBRT
-38.0%
+25.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.4% | -6.1% | -1.8% |
| 7D | -4.9% | -29.1% | +24.2% | +1.2% |
| 30D | +7.8% | -38.4% | +46.2% | +17.8% |
| 3M | -12.7% | -40.1% | +27.4% | -4.5% |
| 6M | -2.8% | -62.9% | +60.1% | +17.3% |
| YTD | -30.1% | -34.5% | +4.4% | -29.5% |
| 1Y | -29.1% | -30.2% | +1.1% | -30.3% |
| 3Y | -12.3% | -37.5% | +25.2% | -16.0% |
| All | -12.3% | -38.0% | +25.7% | -16.0% |
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