+45.5%
UNP vs LBRT
-38.0%
+83.5%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.4% | -8.0% | -3.0% |
| 7D | -4.6% | -29.1% | +24.6% | -2.3% |
| 30D | +5.6% | -38.4% | +44.0% | +9.2% |
| 3M | -1.3% | -40.1% | +38.7% | +2.0% |
| 6M | +9.2% | -62.9% | +72.1% | +18.0% |
| YTD | +27.3% | -34.5% | +61.9% | +26.7% |
| 1Y | +35.9% | -30.2% | +66.1% | +33.7% |
| 3Y | +45.5% | -37.5% | +82.9% | +40.9% |
| All | +45.5% | -38.0% | +83.5% | +40.9% |
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