-19.0%
LBRT vs URA
+175.3%
-194.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.5% | +1.9% | +3.0% |
| 7D | -15.7% | +0.3% | -16.0% | -15.4% |
| 30D | -34.3% | -14.8% | -19.5% | -27.7% |
| 3M | -40.6% | -25.3% | -15.3% | -30.3% |
| 6M | -62.0% | -39.9% | -22.1% | -50.2% |
| YTD | -31.6% | -22.4% | -9.2% | -27.5% |
| 1Y | -25.8% | -29.0% | +3.2% | -17.1% |
| 3Y | -30.4% | +41.0% | -71.4% | -56.4% |
| 5Y | +18.7% | +38.3% | -19.7% | -29.0% |
| All | -19.0% | +175.3% | -194.3% | -79.5% |
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