+44.5%
UAL vs LBRT
-26.4%
+71.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -13.7% | +9.1% | -0.9% |
| 7D | +5.0% | -34.8% | +39.8% | +16.6% |
| 30D | -1.2% | -43.6% | +42.4% | +13.8% |
| 3M | -16.8% | -41.2% | +24.5% | -6.0% |
| 6M | +18.0% | -66.1% | +84.0% | +51.9% |
| YTD | -1.2% | -37.9% | +36.7% | +4.1% |
| 1Y | +14.3% | -33.9% | +48.2% | +17.4% |
| 3Y | +194.6% | -40.9% | +235.4% | +191.8% |
| 5Y | +109.6% | +2.1% | +107.5% | +60.2% |
| All | +44.5% | -26.4% | +71.0% | -23.2% |
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