+18.2%
LBRT vs UMAC
+508.0%
-489.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -6.4% | +9.5% | +3.4% |
| 7D | +10.2% | +3.3% | +6.9% | +10.0% |
| 30D | +4.9% | -10.4% | +15.3% | +5.2% |
| 3M | -21.2% | +1.8% | -23.0% | -21.9% |
| 6M | -19.9% | +40.7% | -60.7% | -22.8% |
| YTD | +20.8% | +90.9% | -70.1% | +14.1% |
| 1Y | +123.5% | +151.8% | -28.2% | +107.6% |
| All | +18.2% | +508.0% | -489.8% | +8.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling