+103.0%
UNH vs LBRT
+33.5%
+69.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -2.0% | -1.0% |
| 7D | +1.1% | +8.3% | -7.2% | +0.4% |
| 30D | -3.8% | +6.1% | -9.9% | -4.4% |
| 3M | +0.7% | -34.8% | +35.5% | +4.0% |
| 6M | +37.9% | -24.8% | +62.7% | +40.2% |
| YTD | +21.9% | +12.2% | +9.7% | +19.3% |
| 1Y | +31.4% | +94.0% | -62.6% | +21.2% |
| 3Y | -11.4% | +31.3% | -42.7% | -17.5% |
| 5Y | +2.5% | +111.8% | -109.3% | -12.2% |
| All | +103.0% | +33.5% | +69.5% | +49.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling