+1,251.0%
UMC vs LBRT
+33.5%
+1,217.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.5% | +3.1% | +4.4% |
| 7D | +5.0% | +8.7% | -3.8% | +4.0% |
| 30D | +7.7% | +6.6% | +1.1% | +6.9% |
| 3M | +1.7% | -34.5% | +36.1% | +5.7% |
| 6M | +113.9% | -24.5% | +138.4% | +118.2% |
| YTD | +168.9% | +12.7% | +156.2% | +162.3% |
| 1Y | +207.2% | +94.8% | +112.4% | +180.6% |
| 3Y | +227.7% | +31.9% | +195.8% | +205.3% |
| 5Y | +118.0% | +111.8% | +6.2% | +90.7% |
| All | +1,251.0% | +33.5% | +1,217.5% | +974.6% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling