-1.9%
UL vs LBRT
-23.4%
+21.5%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.3% | -4.3% | -0.8% |
| 7D | -1.7% | -1.9% | +0.2% | -1.7% |
| 30D | +4.5% | -32.0% | +36.5% | +2.3% |
| 3M | +5.5% | -39.7% | +45.1% | +2.9% |
| 6M | +17.0% | -61.1% | +78.1% | +11.7% |
| YTD | +3.2% | -29.4% | +32.6% | -1.5% |
| 1Y | -1.9% | -24.5% | +22.6% | -6.4% |
| All | -1.9% | -23.4% | +21.5% | -6.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling