-22.5%
LBRT vs URA
+168.5%
-191.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +4.4% | +1.0% | +2.9% |
| 7D | -29.1% | -4.1% | -25.0% | -27.0% |
| 30D | -38.4% | -19.0% | -19.4% | -30.2% |
| 3M | -40.1% | -25.1% | -14.9% | -29.8% |
| 6M | -62.9% | -44.5% | -18.4% | -49.2% |
| YTD | -34.5% | -24.3% | -10.2% | -29.6% |
| 1Y | -30.2% | -28.1% | -2.1% | -22.8% |
| 3Y | -37.5% | +40.7% | -78.1% | -61.0% |
| 5Y | +7.6% | +35.5% | -27.9% | -35.1% |
| All | -22.5% | +168.5% | -191.0% | -80.1% |
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