+34.4%
UL vs LBRT
-27.9%
+62.3%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | -2.5% | +13.8% | -16.3% | -2.0% |
| 30D | +5.7% | -32.4% | +38.1% | +4.8% |
| 3M | +7.0% | -39.9% | +46.9% | +5.9% |
| 6M | +16.1% | -60.8% | +76.9% | +14.2% |
| YTD | +3.6% | -29.3% | +32.8% | +2.2% |
| 1Y | -1.4% | -18.9% | +17.5% | -2.6% |
| All | +34.4% | -27.9% | +62.3% | +30.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling