-21.3%
UNH vs LBRT
-38.0%
+16.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.4% | -5.8% | -0.5% |
| 7D | -3.2% | -29.1% | +26.0% | -2.7% |
| 30D | +4.8% | -38.4% | +43.2% | +5.6% |
| 3M | -1.8% | -40.1% | +38.2% | -1.1% |
| 6M | +8.6% | -62.9% | +71.5% | +10.3% |
| YTD | +21.8% | -34.5% | +56.3% | +23.0% |
| 1Y | +25.8% | -30.2% | +56.0% | +27.0% |
| 3Y | -21.3% | -37.5% | +16.1% | -19.7% |
| All | -21.3% | -38.0% | +16.7% | -19.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling