+47.4%
UL vs LBRT
-19.0%
+66.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.4% | +3.2% | -0.1% |
| 7D | +2.6% | -15.7% | +18.2% | +3.0% |
| 30D | +6.8% | -34.3% | +41.0% | +8.0% |
| 3M | +5.7% | -40.6% | +46.4% | +7.3% |
| 6M | +15.9% | -62.0% | +77.9% | +19.3% |
| YTD | +4.3% | -31.6% | +35.9% | +4.5% |
| 1Y | -0.4% | -25.8% | +25.4% | -0.7% |
| 3Y | +35.0% | -30.4% | +65.3% | +33.1% |
| 5Y | +31.6% | +18.7% | +12.9% | +24.2% |
| All | +47.4% | -19.0% | +66.5% | +22.7% |
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