+108.2%
UMC vs LBRT
-38.0%
+146.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.4% | -1.9% | +2.6% |
| 7D | -17.0% | -29.1% | +12.2% | -12.6% |
| 30D | -40.6% | -38.4% | -2.2% | -36.3% |
| 3M | -27.9% | -40.1% | +12.2% | -22.4% |
| 6M | -7.5% | -62.9% | +55.4% | +4.3% |
| YTD | +79.3% | -34.5% | +113.8% | +87.3% |
| 1Y | +92.8% | -30.2% | +123.0% | +99.1% |
| 3Y | +108.2% | -37.5% | +145.6% | +110.9% |
| All | +108.2% | -38.0% | +146.1% | +110.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling