+40.9%
UL vs LBRT
+38.7%
+2.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.9% | -5.0% | -1.2% |
| 7D | -1.3% | +6.9% | -8.2% | -1.6% |
| 30D | +0.9% | +7.8% | -6.9% | +0.6% |
| 3M | +14.2% | -25.3% | +39.5% | +15.2% |
| 6M | -3.2% | -19.6% | +16.4% | -2.9% |
| YTD | -0.3% | +17.2% | -17.5% | -1.7% |
| 1Y | -8.8% | +114.1% | -122.9% | -12.7% |
| 3Y | +23.9% | +27.0% | -3.2% | +19.8% |
| 5Y | +21.4% | +128.3% | -106.9% | +11.7% |
| All | +40.9% | +38.7% | +2.2% | +15.5% |
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