+47.8%
UL vs LBRT
-16.2%
+63.9%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +8.1% | -7.2% | +0.7% |
| 7D | +0.3% | -11.9% | +12.2% | +0.6% |
| 30D | +7.0% | -31.9% | +38.9% | +8.2% |
| 3M | +5.8% | -34.9% | +40.7% | +7.0% |
| 6M | +16.1% | -60.7% | +76.8% | +19.4% |
| YTD | +4.5% | -29.2% | +33.7% | +4.6% |
| 1Y | -1.3% | -23.6% | +22.3% | -1.6% |
| 3Y | +35.0% | -26.8% | +61.8% | +32.9% |
| 5Y | +31.9% | +16.3% | +15.6% | +24.7% |
| All | +47.8% | -16.2% | +63.9% | +22.9% |
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