+159.6%
USO vs LBRT
+28.1%
+131.6%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.6% |
| 7D | -1.9% | +9.2% | -11.1% | -4.6% |
| 30D | -5.2% | -27.5% | +22.3% | +2.9% |
| 3M | +16.4% | -37.9% | +54.3% | +31.4% |
| 6M | +2.5% | -60.7% | +63.2% | +30.9% |
| YTD | +110.5% | -28.5% | +139.0% | +119.2% |
| 1Y | +108.4% | -13.2% | +121.6% | +102.7% |
| 3Y | +99.6% | -28.8% | +128.4% | +91.7% |
| All | +159.6% | +28.1% | +131.6% | +83.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling