+142.0%
ULTA vs LBRT
+33.5%
+108.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +1.0% |
| 7D | +9.0% | +8.7% | +0.3% | +7.7% |
| 30D | +4.6% | +6.6% | -2.0% | +3.3% |
| 3M | +22.0% | -34.5% | +56.4% | +28.7% |
| 6M | -14.7% | -24.5% | +9.8% | -12.6% |
| YTD | -6.8% | +12.7% | -19.5% | -10.8% |
| 1Y | +6.5% | +94.8% | -88.3% | -8.4% |
| 3Y | +35.6% | +31.9% | +3.7% | +19.3% |
| 5Y | +47.6% | +111.8% | -64.2% | +12.3% |
| All | +142.0% | +33.5% | +108.5% | +41.0% |
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