+104.5%
UNH vs LBRT
-16.2%
+120.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +8.1% | -7.2% | +0.2% |
| 7D | -0.7% | -11.9% | +11.2% | +0.2% |
| 30D | +4.8% | -31.9% | +36.8% | +7.9% |
| 3M | -1.7% | -34.9% | +33.1% | +1.3% |
| 6M | +5.9% | -60.7% | +66.5% | +13.5% |
| YTD | +22.8% | -29.2% | +52.0% | +24.4% |
| 1Y | +25.9% | -23.6% | +49.5% | +26.4% |
| 3Y | -21.4% | -26.8% | +5.4% | -23.1% |
| 5Y | -6.3% | +16.3% | -22.6% | -15.3% |
| All | +104.5% | -16.2% | +120.6% | +56.0% |
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 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