-0.2%
UL vs LBRT
-25.2%
+25.0%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +8.1% | -7.2% | +1.6% |
| 7D | +0.3% | -11.9% | +12.2% | -0.5% |
| 30D | +7.0% | -31.9% | +38.9% | +4.7% |
| 3M | +5.8% | -34.9% | +40.7% | +3.4% |
| 6M | +16.1% | -60.7% | +76.8% | +11.0% |
| YTD | +4.5% | -29.2% | +33.7% | -0.3% |
| All | -0.2% | -25.2% | +25.0% | -4.8% |
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