-22.5%
LBRT vs UTHR
+282.3%
-304.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.7% | +6.0% | +5.5% |
| 7D | -29.1% | -6.1% | -23.0% | -27.9% |
| 30D | -38.4% | +3.1% | -41.5% | -38.8% |
| 3M | -40.1% | +5.5% | -45.5% | -41.1% |
| 6M | -62.9% | -5.8% | -57.1% | -62.5% |
| YTD | -34.5% | +15.3% | -49.9% | -37.9% |
| 1Y | -30.2% | +23.8% | -54.0% | -35.2% |
| 3Y | -37.5% | +146.3% | -183.8% | -54.4% |
| 5Y | +7.6% | +177.8% | -170.2% | -27.0% |
| All | -22.5% | +282.3% | -304.8% | -60.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling