+54.8%
UAL vs LBRT
-16.4%
+71.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.3% | -5.1% | -2.7% |
| 7D | +2.3% | -1.9% | +4.2% | +2.6% |
| 30D | +13.3% | -32.0% | +45.4% | +24.0% |
| 3M | -6.3% | -39.7% | +33.4% | +5.4% |
| 6M | +22.5% | -61.1% | +83.6% | +52.2% |
| YTD | +5.9% | -29.4% | +35.2% | +7.7% |
| 1Y | +24.7% | -24.5% | +49.1% | +23.5% |
| 3Y | +211.6% | -28.1% | +239.7% | +192.2% |
| 5Y | +130.6% | +23.9% | +106.7% | +66.5% |
| All | +54.8% | -16.4% | +71.2% | -20.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling