-22.5%
LBRT vs UEC
+291.0%
-313.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +6.8% | -1.4% | +3.6% |
| 7D | -29.1% | -10.2% | -18.9% | -26.8% |
| 30D | -38.4% | -26.9% | -11.5% | -33.0% |
| 3M | -40.1% | -35.7% | -4.4% | -33.2% |
| 6M | -62.9% | -56.1% | -6.8% | -55.3% |
| YTD | -34.5% | -40.8% | +6.2% | -29.9% |
| 1Y | -30.2% | -43.4% | +13.2% | -24.7% |
| 3Y | -37.5% | +25.4% | -62.8% | -52.2% |
| 5Y | +7.6% | +51.1% | -43.5% | -31.1% |
| All | -22.5% | +291.0% | -313.4% | -69.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UEC.
Daily Out/Under-Performance
Portfolio return minus UEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UEC 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 UEC 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