-40.1%
LBRT vs UTHR
+8.1%
-48.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.7% | +6.0% | +5.4% |
| 7D | -29.1% | -6.1% | -23.0% | -28.5% |
| 30D | -38.4% | +3.1% | -41.5% | -37.0% |
| 3M | -40.1% | +5.5% | -45.5% | -39.8% |
| All | -40.1% | +8.1% | -48.2% | -39.8% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling