+42.4%
UL vs LBRT
+33.5%
+8.9%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.5% | -0.1% |
| 7D | -1.3% | +8.7% | -10.1% | -1.6% |
| 30D | +0.5% | +6.6% | -6.1% | +0.2% |
| 3M | +17.6% | -34.5% | +52.1% | +19.2% |
| 6M | -5.4% | -24.5% | +19.1% | -4.8% |
| YTD | +0.7% | +12.7% | -12.0% | -0.5% |
| 1Y | -9.3% | +94.8% | -104.1% | -12.8% |
| 3Y | +24.5% | +31.9% | -7.3% | +20.1% |
| 5Y | +23.2% | +111.8% | -88.6% | +13.8% |
| All | +42.4% | +33.5% | +8.9% | +16.9% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling