+27.9%
ULTA vs LBRT
-25.0%
+52.9%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -11.2% | +15.3% | +3.6% |
| 7D | +6.7% | -25.3% | +32.0% | +5.7% |
| 30D | +21.7% | -32.9% | +54.6% | +20.5% |
| 3M | +21.5% | -33.3% | +54.8% | +20.2% |
| 6M | +27.5% | -61.0% | +88.5% | +25.4% |
| YTD | +9.2% | -28.0% | +37.2% | +9.2% |
| 1Y | +27.9% | -21.5% | +49.4% | +28.6% |
| All | +27.9% | -25.0% | +52.9% | +28.6% |
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