+163.3%
LBRT vs OUST
-62.4%
+225.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.2% | +1.3% |
| 7D | +8.7% | +5.2% | +3.5% | +8.2% |
| 30D | +6.6% | -19.3% | +25.9% | +8.5% |
| 3M | -34.5% | -22.6% | -11.8% | -33.8% |
| 6M | -24.5% | +62.8% | -87.3% | -28.9% |
| YTD | +12.7% | +68.3% | -55.6% | +5.5% |
| 1Y | +94.8% | +28.5% | +66.3% | +84.7% |
| 3Y | +31.9% | +554.0% | -522.2% | +5.2% |
| 5Y | +111.8% | -56.2% | +168.0% | +95.9% |
| All | +163.3% | -62.4% | +225.8% | +133.0% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling