+45.7%
OWL vs LBRT
+93.7%
-48.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -1.0% |
| 7D | -2.2% | +8.3% | -10.5% | -3.7% |
| 30D | +3.7% | +6.1% | -2.5% | +2.2% |
| 3M | +17.5% | -34.8% | +52.3% | +26.1% |
| 6M | +18.5% | -24.8% | +43.4% | +22.5% |
| YTD | -16.3% | +12.2% | -28.6% | -21.3% |
| 1Y | -29.7% | +94.0% | -123.7% | -42.6% |
| 3Y | +14.2% | +31.3% | -17.1% | -0.9% |
| 5Y | +2.5% | +111.8% | -109.3% | -16.3% |
| All | +45.7% | +93.7% | -48.1% | +17.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling