+18.5%
OWL vs LBRT
-25.8%
+44.3%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -0.8% |
| 7D | -2.2% | +8.3% | -10.5% | -2.2% |
| 30D | +3.7% | +6.1% | -2.5% | +3.5% |
| 3M | +17.5% | -34.8% | +52.3% | +16.2% |
| 6M | +18.5% | -24.8% | +43.4% | +18.3% |
| All | +18.5% | -25.8% | +44.3% | +18.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling