-26.4%
LBRT vs URA
+157.2%
-183.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | -5.3% | -8.4% | -10.7% |
| 7D | -34.8% | -13.3% | -21.5% | -29.0% |
| 30D | -43.6% | -25.9% | -17.7% | -32.9% |
| 3M | -41.2% | -27.8% | -13.5% | -29.8% |
| 6M | -66.1% | -42.8% | -23.2% | -54.5% |
| YTD | -37.9% | -27.5% | -10.4% | -31.6% |
| 1Y | -33.9% | -35.1% | +1.3% | -22.4% |
| 3Y | -40.9% | +31.1% | -71.9% | -61.4% |
| 5Y | +2.1% | +29.8% | -27.7% | -36.9% |
| All | -26.4% | +157.2% | -183.7% | -80.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling