-21.5%
LBRT vs UMAC
+2.9%
-24.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.2% | -10.9% | -0.3% | -10.2% |
| 7D | -25.3% | -26.0% | +0.7% | -23.3% |
| 30D | -32.9% | -40.3% | +7.4% | -30.0% |
| 3M | -33.3% | -51.1% | +17.8% | -29.8% |
| 6M | -61.0% | -5.6% | -55.3% | -61.1% |
| YTD | -28.0% | +2.3% | -30.3% | -32.3% |
| 1Y | -21.5% | +7.9% | -29.4% | -28.0% |
| All | -21.5% | +2.9% | -24.4% | -28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 1y: compounded portfolio wealth divided by compounded UMAC 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…
1y analysis · Full analysis span regression · 6 months rolling