-20.0%
UNH vs LBRT
-27.1%
+7.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.6% |
| 7D | +3.4% | +9.2% | -5.8% | +3.2% |
| 30D | +3.0% | -27.5% | +30.5% | +3.5% |
| 3M | +2.7% | -37.9% | +40.6% | +3.5% |
| 6M | +2.8% | -60.7% | +63.5% | +4.3% |
| YTD | +25.9% | -28.5% | +54.4% | +26.9% |
| 1Y | +25.8% | -13.2% | +39.0% | +26.5% |
| 3Y | -20.0% | -28.8% | +8.8% | -18.1% |
| All | -20.0% | -27.1% | +7.1% | -18.1% |
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