+53.0%
LBRT vs OUST
-64.1%
+117.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +14.0% | -8.6% | +4.1% |
| 7D | -29.1% | +17.0% | -46.1% | -30.3% |
| 30D | -38.4% | -16.5% | -21.9% | -37.5% |
| 3M | -40.1% | -23.7% | -16.4% | -38.9% |
| 6M | -62.9% | +18.4% | -81.3% | -64.1% |
| YTD | -34.5% | +60.8% | -95.3% | -38.7% |
| 1Y | -30.2% | +44.2% | -74.4% | -34.2% |
| 3Y | -37.5% | +668.1% | -705.6% | -50.6% |
| 5Y | +7.6% | -48.8% | +56.4% | -1.6% |
| All | +53.0% | -64.1% | +117.1% | +35.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling