+103.0%
UNH vs LBRT
+33.5%
+69.5%
-61.4%
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 | -0.9% | +1.5% | -2.4% | -1.1% |
| 7D | +1.1% | +8.7% | -7.7% | +0.3% |
| 30D | -3.8% | +6.6% | -10.4% | -4.4% |
| 3M | +0.7% | -34.5% | +35.2% | +3.9% |
| 6M | +37.9% | -24.5% | +62.4% | +40.2% |
| YTD | +21.9% | +12.7% | +9.2% | +19.2% |
| 1Y | +31.4% | +94.8% | -63.5% | +21.1% |
| 3Y | -11.4% | +31.9% | -43.3% | -17.5% |
| 5Y | +2.5% | +111.8% | -109.3% | -12.2% |
| All | +103.0% | +33.5% | +69.5% | +49.5% |
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