+104.9%
UNH vs LBRT
+38.7%
+66.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.9% | -3.0% | +0.6% |
| 7D | +1.1% | +6.9% | -5.8% | +0.5% |
| 30D | -1.5% | +7.8% | -9.3% | -2.3% |
| 3M | -0.8% | -25.3% | +24.4% | +1.2% |
| 6M | +41.8% | -19.6% | +61.4% | +43.4% |
| YTD | +23.1% | +17.2% | +5.9% | +20.0% |
| 1Y | +28.5% | +114.1% | -85.6% | +17.5% |
| 3Y | -11.8% | +27.0% | -38.8% | -17.4% |
| 5Y | +5.3% | +128.3% | -123.0% | -10.5% |
| All | +104.9% | +38.7% | +66.1% | +50.4% |
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