+115.0%
UMC vs LBRT
-25.0%
+140.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -11.2% | +9.1% | -0.3% |
| 7D | -14.7% | -25.3% | +10.7% | -10.8% |
| 30D | -32.9% | -32.9% | 0.0% | -28.9% |
| 3M | -22.2% | -33.3% | +11.2% | -17.4% |
| 6M | +25.9% | -61.0% | +86.9% | +34.5% |
| YTD | +107.9% | -28.0% | +135.9% | +118.9% |
| 1Y | +115.0% | -21.5% | +136.5% | +116.6% |
| All | +115.0% | -25.0% | +140.1% | +116.6% |
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