-37.5%
LBRT vs UEC
+19.3%
-56.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +6.8% | -1.4% | +4.2% |
| 7D | -29.1% | -10.2% | -18.9% | -27.6% |
| 30D | -38.4% | -26.9% | -11.5% | -35.0% |
| 3M | -40.1% | -35.7% | -4.4% | -35.8% |
| 6M | -62.9% | -56.1% | -6.8% | -58.2% |
| YTD | -34.5% | -40.8% | +6.2% | -31.8% |
| 1Y | -30.2% | -43.4% | +13.2% | -26.9% |
| 3Y | -37.5% | +25.4% | -62.8% | -50.3% |
| All | -37.5% | +19.3% | -56.8% | -50.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling