-24.7%
U vs LBRT
+34.2%
-58.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +5.4% | +0.1% | +4.8% |
| 7D | +36.6% | -29.1% | +65.7% | +42.3% |
| 30D | +13.3% | -38.4% | +51.7% | +20.5% |
| 3M | +26.2% | -40.1% | +66.2% | +34.3% |
| 6M | +88.7% | -62.9% | +151.6% | +113.9% |
| YTD | +16.6% | -34.5% | +51.1% | +18.8% |
| 1Y | +29.0% | -30.2% | +59.2% | +30.0% |
| 3Y | +99.5% | -37.5% | +137.0% | +96.8% |
| 5Y | -66.1% | +7.6% | -73.7% | -67.5% |
| All | -24.7% | +34.2% | -58.8% | -17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT 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 LBRT 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