+69.2%
ULTA vs LBRT
-27.1%
+96.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +1.4% |
| 7D | +2.5% | +9.2% | -6.7% | +2.0% |
| 30D | +11.5% | -27.5% | +39.0% | +13.1% |
| 3M | +28.1% | -37.9% | +66.0% | +31.1% |
| 6M | +34.2% | -60.7% | +94.9% | +41.3% |
| YTD | +9.2% | -28.5% | +37.7% | +8.5% |
| 1Y | +23.7% | -13.2% | +37.0% | +20.4% |
| 3Y | +69.2% | -28.8% | +98.0% | +61.9% |
| All | +69.2% | -27.1% | +96.3% | +61.9% |
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