+149.8%
UNP vs LBRT
+33.5%
+116.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | 0.0% |
| 7D | -5.3% | +8.7% | -14.1% | -6.5% |
| 30D | -1.5% | +6.6% | -8.2% | -2.6% |
| 3M | +10.3% | -34.5% | +44.7% | +15.7% |
| 6M | +9.7% | -24.5% | +34.2% | +12.2% |
| YTD | +27.1% | +12.7% | +14.4% | +21.7% |
| 1Y | +32.6% | +94.8% | -62.3% | +15.1% |
| 3Y | +40.0% | +31.9% | +8.1% | +25.0% |
| 5Y | +50.8% | +111.8% | -61.0% | +20.0% |
| All | +149.8% | +33.5% | +116.3% | +71.5% |
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 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