+22.1%
LBRT vs UTHR
+118.3%
-96.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.6% |
| 7D | +8.7% | -5.4% | +14.1% | +9.5% |
| 30D | +6.6% | -6.0% | +12.7% | +7.4% |
| 3M | -34.5% | -11.0% | -23.5% | -33.5% |
| 6M | -24.5% | -0.5% | -24.0% | -24.9% |
| YTD | +12.7% | +0.1% | +12.6% | +11.8% |
| 1Y | +94.8% | +28.2% | +66.7% | +86.5% |
| All | +22.1% | +118.3% | -96.2% | +13.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling