+43.0%
UAL vs LBRT
-15.3%
+58.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.8% | -2.0% |
| 7D | -3.0% | +9.2% | -12.2% | -5.4% |
| 30D | +10.5% | -27.5% | +38.0% | +18.7% |
| 3M | -13.5% | -37.9% | +24.4% | -3.5% |
| 6M | +14.2% | -60.7% | +74.9% | +41.5% |
| YTD | -2.2% | -28.5% | +26.3% | -0.9% |
| 1Y | +12.5% | -13.2% | +25.7% | +7.1% |
| 3Y | +186.8% | -28.8% | +215.6% | +169.9% |
| 5Y | +119.4% | +28.0% | +91.4% | +56.8% |
| All | +43.0% | -15.3% | +58.3% | -26.9% |
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