+10.3%
LBRT vs UMAC
+494.0%
-483.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.1% | +4.5% | +1.6% |
| 7D | +8.7% | -0.9% | +9.7% | +8.8% |
| 30D | +6.6% | -7.7% | +14.3% | +6.8% |
| 3M | -34.5% | -26.4% | -8.0% | -34.0% |
| 6M | -24.5% | +61.9% | -86.3% | -27.7% |
| YTD | +12.7% | +86.5% | -73.8% | +6.6% |
| 1Y | +94.8% | +156.3% | -61.5% | +80.9% |
| All | +10.3% | +494.0% | -483.7% | +1.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling