+32.0%
UL vs LBRT
+25.3%
+6.7%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | -2.5% | +13.8% | -16.3% | -2.4% |
| 30D | +5.7% | -32.4% | +38.1% | +5.7% |
| 3M | +7.0% | -39.9% | +46.9% | +7.1% |
| 6M | +16.1% | -60.8% | +76.9% | +16.6% |
| YTD | +3.6% | -29.3% | +32.8% | +2.8% |
| 1Y | -1.4% | -18.9% | +17.5% | -2.4% |
| 3Y | +34.1% | -28.0% | +62.0% | +31.7% |
| 5Y | +32.0% | +26.6% | +5.4% | +23.8% |
| All | +32.0% | +25.3% | +6.7% | +23.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling