-16.4%
LBRT vs URA
+179.3%
-195.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.5% | +1.8% | +2.4% |
| 7D | -1.9% | +2.9% | -4.8% | -3.0% |
| 30D | -32.0% | -10.8% | -21.2% | -27.0% |
| 3M | -39.7% | -25.5% | -14.2% | -29.0% |
| 6M | -61.1% | -41.2% | -19.9% | -48.3% |
| YTD | -29.4% | -21.3% | -8.1% | -25.7% |
| 1Y | -24.5% | -25.7% | +1.2% | -17.7% |
| 3Y | -28.1% | +43.1% | -71.1% | -55.2% |
| 5Y | +23.9% | +35.6% | -11.7% | -24.1% |
| All | -16.4% | +179.3% | -195.7% | -79.0% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 10y: compounded portfolio wealth divided by compounded URA 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…
10y analysis · Full analysis span regression · 6 months rolling