-28.8%
LBRT vs UTHR
+166.1%
-194.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.4% | +1.1% |
| 7D | +9.2% | +5.2% | +4.0% | +8.4% |
| 30D | -27.5% | +9.5% | -37.0% | -28.3% |
| 3M | -37.9% | +17.9% | -55.8% | -39.3% |
| 6M | -60.7% | +2.0% | -62.7% | -60.8% |
| YTD | -28.5% | +21.3% | -49.8% | -31.0% |
| 1Y | -13.2% | +27.9% | -41.1% | -17.0% |
| 3Y | -28.8% | +162.3% | -191.1% | -40.1% |
| All | -28.8% | +166.1% | -194.9% | -40.1% |
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