+868.5%
UMC vs LBRT
-16.2%
+884.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +8.1% | -0.6% | +6.6% |
| 7D | -9.2% | -11.9% | +2.8% | -7.7% |
| 30D | -35.1% | -31.9% | -3.2% | -32.3% |
| 3M | -20.5% | -34.9% | +14.4% | -16.7% |
| 6M | -1.7% | -60.7% | +58.9% | +7.8% |
| YTD | +92.8% | -29.2% | +122.0% | +97.8% |
| 1Y | +104.5% | -23.6% | +128.1% | +107.8% |
| 3Y | +129.8% | -26.8% | +156.7% | +128.2% |
| 5Y | +74.0% | +16.3% | +57.7% | +62.6% |
| All | +868.5% | -16.2% | +884.7% | +710.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling