-40.7%
LBRT vs OUST
+537.2%
-577.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | -9.0% | -4.7% | -12.6% |
| 7D | -34.8% | -5.0% | -29.8% | -34.5% |
| 30D | -43.6% | -32.0% | -11.5% | -41.2% |
| 3M | -41.2% | -32.4% | -8.9% | -38.9% |
| 6M | -66.1% | +6.7% | -72.8% | -67.0% |
| YTD | -37.9% | +41.0% | -78.9% | -42.0% |
| 1Y | -33.9% | +18.0% | -51.9% | -37.3% |
| All | -40.7% | +537.2% | -577.8% | -56.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling