+33.5%
LBRT vs UEC
+552.0%
-518.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.4% |
| 7D | +8.7% | -6.9% | +15.7% | +10.7% |
| 30D | +6.6% | +7.6% | -1.0% | +3.9% |
| 3M | -34.5% | -18.4% | -16.1% | -32.2% |
| 6M | -24.5% | -23.3% | -1.2% | -22.7% |
| YTD | +12.7% | -1.2% | +13.9% | +5.8% |
| 1Y | +94.8% | +2.3% | +92.5% | +76.0% |
| 3Y | +31.9% | +162.3% | -130.4% | -18.0% |
| 5Y | +111.8% | +287.2% | -175.4% | +3.5% |
| All | +33.5% | +552.0% | -518.5% | -53.9% |
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