+94.8%
LBRT vs UTHR
+23.3%
+71.6%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-04 to 2026-09-04.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.6% |
| 7D | +8.7% | -5.4% | +14.1% | +9.7% |
| 30D | +6.6% | -6.0% | +12.7% | +7.6% |
| 3M | -34.5% | -11.0% | -23.5% | -33.3% |
| 6M | -24.5% | -0.5% | -24.0% | -25.7% |
| YTD | +12.7% | +0.1% | +12.6% | +10.8% |
| 1Y | +94.8% | +28.2% | +66.7% | +77.9% |
| All | +94.8% | +23.3% | +71.6% | +77.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UTHR.
Daily Out/Under-Performance
Portfolio return minus UTHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UTHR 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 2025-09-04 to 2026-09-04: compounded portfolio wealth divided by compounded UTHR 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…
2025-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling