+123.5%
LBRT vs UMAC
+141.5%
-18.0%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -6.4% | +9.5% | +3.6% |
| 7D | +10.2% | +3.3% | +6.9% | +9.8% |
| 30D | +4.9% | -10.4% | +15.3% | +5.4% |
| 3M | -21.2% | +1.8% | -23.0% | -22.2% |
| 6M | -19.9% | +40.7% | -60.7% | -24.3% |
| YTD | +20.8% | +90.9% | -70.1% | +6.6% |
| 1Y | +123.5% | +151.8% | -28.2% | +101.2% |
| All | +123.5% | +141.5% | -18.0% | +101.2% |
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