+102.7%
UNH vs LBRT
-22.5%
+125.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.4% | -5.8% | -0.9% |
| 7D | -3.2% | -29.1% | +26.0% | -0.5% |
| 30D | +4.8% | -38.4% | +43.2% | +8.8% |
| 3M | -1.8% | -40.1% | +38.2% | +2.0% |
| 6M | +8.6% | -62.9% | +71.5% | +17.0% |
| YTD | +21.8% | -34.5% | +56.3% | +24.1% |
| 1Y | +25.8% | -30.2% | +56.0% | +27.3% |
| 3Y | -21.3% | -37.5% | +16.1% | -21.8% |
| 5Y | -5.3% | +7.6% | -12.9% | -13.9% |
| All | +102.7% | -22.5% | +125.2% | +55.7% |
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 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