+35.9%
LBRT vs UTHR
+238.2%
-202.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.3% |
| 7D | +1.8% | +1.9% | -0.2% | +1.3% |
| 30D | -2.5% | -2.9% | +0.4% | -1.8% |
| 3M | -24.9% | -8.9% | -16.0% | -23.3% |
| 6M | -29.5% | -8.7% | -20.7% | -28.3% |
| YTD | +14.7% | +2.0% | +12.7% | +12.7% |
| 1Y | +91.7% | +22.8% | +68.9% | +78.9% |
| 3Y | +24.6% | +120.6% | -96.0% | -6.4% |
| 5Y | +127.7% | +136.4% | -8.7% | +61.9% |
| All | +35.9% | +238.2% | -202.3% | -27.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling