+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 all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.0% | +3.6% | +4.5% |
| 7D | +5.0% | +8.3% | -3.3% | +4.1% |
| 30D | +7.7% | +6.1% | +1.5% | +6.9% |
| 3M | +1.7% | -34.8% | +36.4% | +5.8% |
| 6M | +113.9% | -24.8% | +138.7% | +118.3% |
| YTD | +168.9% | +12.2% | +156.7% | +162.4% |
| 1Y | +207.2% | +94.0% | +113.2% | +180.7% |
| 3Y | +227.7% | +31.3% | +196.4% | +205.5% |
| 5Y | +118.0% | +111.8% | +6.2% | +90.8% |
| All | +1,251.0% | +33.5% | +1,217.5% | +974.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling