+122.5%
UMC vs LBRT
+115.1%
+7.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.5% | +3.1% | +4.4% |
| 7D | +5.0% | +8.7% | -3.8% | +3.8% |
| 30D | +7.7% | +6.6% | +1.1% | +6.7% |
| 3M | +1.7% | -34.5% | +36.1% | +6.5% |
| 6M | +113.9% | -24.5% | +138.4% | +118.9% |
| YTD | +168.9% | +12.7% | +156.2% | +160.1% |
| 1Y | +207.2% | +94.8% | +112.4% | +172.4% |
| 3Y | +227.7% | +31.9% | +195.8% | +197.2% |
| All | +122.5% | +115.1% | +7.4% | +93.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling