+114.1%
LBRT vs UTHR
+24.8%
+89.3%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +2.1% | +1.8% | +3.5% |
| 7D | +6.9% | -2.9% | +9.8% | +7.5% |
| 30D | +7.8% | -7.6% | +15.4% | +9.3% |
| 3M | -25.3% | -8.6% | -16.7% | -24.2% |
| 6M | -19.6% | +4.1% | -23.7% | -22.0% |
| YTD | +17.2% | +2.2% | +15.0% | +14.5% |
| 1Y | +114.1% | +26.2% | +87.9% | +90.5% |
| All | +114.1% | +24.8% | +89.3% | +90.5% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling