+41.8%
ULTA vs LBRT
+138.4%
-96.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.1% | -4.4% | -1.6% |
| 7D | -1.8% | +10.2% | -12.0% | -2.6% |
| 30D | -1.2% | +4.9% | -6.1% | -1.8% |
| 3M | +13.4% | -21.2% | +34.6% | +15.1% |
| 6M | -15.6% | -19.9% | +4.3% | -14.8% |
| YTD | -10.4% | +20.8% | -31.2% | -13.6% |
| 1Y | +5.5% | +123.5% | -118.1% | -6.0% |
| 3Y | +31.0% | +30.9% | 0.0% | +20.2% |
| 5Y | +41.8% | +136.3% | -94.5% | +10.5% |
| All | +41.8% | +138.4% | -96.6% | +10.5% |
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