+129.8%
UAL vs LBRT
+25.4%
+104.4%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.0% | +1.5% | +2.3% |
| 7D | +0.7% | +8.3% | -7.5% | -0.7% |
| 30D | -16.1% | +6.1% | -22.2% | -17.2% |
| 3M | +6.1% | -34.8% | +40.9% | +13.7% |
| 6M | +10.8% | -24.8% | +35.7% | +13.1% |
| YTD | -0.4% | +12.2% | -12.6% | -8.9% |
| 1Y | +5.0% | +94.0% | -89.0% | -19.5% |
| All | +129.8% | +25.4% | +104.4% | +96.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling