+43.7%
USO vs LBRT
+38.7%
+5.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.9% | -1.1% | +1.8% |
| 7D | +3.6% | +6.9% | -3.4% | +1.7% |
| 30D | +23.8% | +7.8% | +16.0% | +21.2% |
| 3M | +8.1% | -25.3% | +33.3% | +14.9% |
| 6M | +34.3% | -19.6% | +53.8% | +39.8% |
| YTD | +111.1% | +17.2% | +94.0% | +96.1% |
| 1Y | +99.9% | +114.1% | -14.2% | +53.1% |
| 3Y | +86.5% | +27.0% | +59.5% | +58.2% |
| 5Y | +200.5% | +128.3% | +72.2% | +109.4% |
| All | +43.7% | +38.7% | +5.0% | -8.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling