-15.3%
LBRT vs URA
+164.4%
-179.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +2.0% |
| 7D | +9.2% | -1.5% | +10.7% | +10.2% |
| 30D | -27.5% | -10.4% | -17.1% | -22.4% |
| 3M | -37.9% | -29.6% | -8.3% | -24.5% |
| 6M | -60.7% | -40.3% | -20.4% | -48.3% |
| YTD | -28.5% | -25.5% | -3.0% | -22.4% |
| 1Y | -13.2% | -26.4% | +13.2% | -5.3% |
| 3Y | -28.8% | +31.4% | -60.2% | -53.3% |
| 5Y | +28.0% | +28.6% | -0.6% | -19.3% |
| All | -15.3% | +164.4% | -179.7% | -78.1% |
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