+42.4%
UL vs LBRT
+33.5%
+8.9%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.1% |
| 7D | -1.3% | +8.3% | -9.6% | -1.6% |
| 30D | +0.5% | +6.1% | -5.7% | +0.2% |
| 3M | +17.6% | -34.8% | +52.4% | +19.2% |
| 6M | -5.4% | -24.8% | +19.5% | -4.8% |
| YTD | +0.7% | +12.2% | -11.5% | -0.5% |
| 1Y | -9.3% | +94.0% | -103.2% | -12.8% |
| 3Y | +24.5% | +31.3% | -6.7% | +20.1% |
| 5Y | +23.2% | +111.8% | -88.6% | +13.8% |
| All | +42.4% | +33.5% | +8.9% | +16.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling