+14.6%
LBRT vs UMAC
+549.5%
-534.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +9.3% | -5.4% | +3.5% |
| 7D | +6.9% | +14.7% | -7.8% | +6.2% |
| 30D | +7.8% | -0.5% | +8.3% | +7.6% |
| 3M | -25.3% | +0.5% | -25.8% | -25.8% |
| 6M | -19.6% | +57.9% | -77.5% | -22.8% |
| YTD | +17.2% | +103.9% | -86.8% | +10.3% |
| 1Y | +114.1% | +159.3% | -45.2% | +98.5% |
| All | +14.6% | +549.5% | -534.9% | +5.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling