+40.2%
UNP vs LBRT
+28.1%
+12.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.7% |
| 7D | +4.2% | +9.2% | -5.0% | +3.2% |
| 30D | +5.6% | -27.5% | +33.1% | +8.7% |
| 3M | +2.0% | -37.9% | +39.9% | +6.6% |
| 6M | +15.4% | -60.7% | +76.1% | +26.6% |
| YTD | +32.7% | -28.5% | +61.2% | +32.6% |
| 1Y | +39.4% | -13.2% | +52.6% | +35.1% |
| 3Y | +54.3% | -28.8% | +83.1% | +47.6% |
| All | +40.2% | +28.1% | +12.1% | +21.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling