-33.1%
LBRT vs UMAC
+214.8%
-247.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -6.6% | +3.2% | -3.0% |
| 7D | -15.7% | -13.9% | -1.8% | -14.9% |
| 30D | -34.3% | -39.6% | +5.3% | -32.4% |
| 3M | -40.6% | -53.6% | +13.0% | -38.4% |
| 6M | -62.0% | -6.2% | -55.8% | -62.3% |
| YTD | -31.6% | -1.2% | -30.4% | -33.2% |
| 1Y | -25.8% | +9.7% | -35.5% | -28.1% |
| All | -33.1% | +214.8% | -247.8% | -36.2% |
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 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