-16.2%
LBRT vs UTHR
+296.2%
-312.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +3.6% | +4.5% | +7.2% |
| 7D | -11.9% | -2.3% | -9.6% | -11.2% |
| 30D | -31.9% | +6.1% | -38.0% | -32.9% |
| 3M | -34.9% | +8.1% | -43.0% | -36.4% |
| 6M | -60.7% | +3.1% | -63.8% | -61.2% |
| YTD | -29.2% | +19.5% | -48.8% | -33.5% |
| 1Y | -23.6% | +29.7% | -53.4% | -29.9% |
| 3Y | -26.8% | +162.7% | -189.5% | -47.6% |
| 5Y | +16.3% | +192.8% | -176.5% | -22.3% |
| All | -16.2% | +296.2% | -312.4% | -57.2% |
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