+39.7%
USO vs LBRT
+33.5%
+6.3%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.5% |
| 7D | +9.5% | +8.7% | +0.7% | +7.0% |
| 30D | +23.6% | +6.6% | +17.0% | +21.3% |
| 3M | +3.8% | -34.5% | +38.3% | +14.3% |
| 6M | +55.0% | -24.5% | +79.5% | +64.0% |
| YTD | +105.3% | +12.7% | +92.5% | +92.7% |
| 1Y | +91.4% | +94.8% | -3.5% | +50.4% |
| 3Y | +84.6% | +31.9% | +52.7% | +54.7% |
| 5Y | +191.7% | +111.8% | +79.9% | +107.2% |
| All | +39.7% | +33.5% | +6.3% | -9.8% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling