+108.3%
UNH vs LBRT
-16.2%
+124.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.4% | +0.5% |
| 7D | +2.4% | +13.8% | -11.5% | +1.2% |
| 30D | +7.2% | -32.4% | +39.6% | +10.4% |
| 3M | +0.5% | -39.9% | +40.4% | +4.4% |
| 6M | +3.4% | -60.8% | +64.3% | +10.9% |
| YTD | +25.2% | -29.3% | +54.4% | +26.7% |
| 1Y | +22.7% | -18.9% | +41.5% | +22.5% |
| 3Y | -20.3% | -28.0% | +7.7% | -21.8% |
| 5Y | -3.4% | +26.6% | -30.0% | -13.5% |
| All | +108.3% | -16.2% | +124.6% | +58.9% |
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 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