-21.5%
LBRT vs OUST
+11.1%
-32.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.2% | +15.7% | -26.9% | -13.7% |
| 7D | -25.3% | -0.2% | -25.1% | -25.5% |
| 30D | -32.9% | -24.0% | -8.9% | -30.2% |
| 3M | -33.3% | -29.9% | -3.4% | -30.2% |
| 6M | -61.0% | +19.1% | -80.1% | -62.9% |
| YTD | -28.0% | +55.0% | -83.0% | -36.7% |
| 1Y | -21.5% | +21.2% | -42.7% | -26.4% |
| All | -21.5% | +11.1% | -32.6% | -26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 OUST 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