-37.5%
LBRT vs URA
+36.0%
-73.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +4.4% | +1.0% | +4.0% |
| 7D | -29.1% | -4.1% | -25.0% | -28.0% |
| 30D | -38.4% | -19.0% | -19.4% | -34.1% |
| 3M | -40.1% | -25.1% | -14.9% | -34.7% |
| 6M | -62.9% | -44.5% | -18.4% | -56.2% |
| YTD | -34.5% | -24.3% | -10.2% | -32.2% |
| 1Y | -30.2% | -28.1% | -2.1% | -26.4% |
| 3Y | -37.5% | +40.7% | -78.1% | -52.9% |
| All | -37.5% | +36.0% | -73.4% | -52.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling