+159.3%
UNP vs LBRT
-19.0%
+178.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.4% | +4.6% | +1.7% |
| 7D | -0.9% | -15.7% | +14.7% | +1.1% |
| 30D | +8.0% | -34.3% | +42.3% | +13.6% |
| 3M | +3.3% | -40.6% | +44.0% | +9.9% |
| 6M | +14.7% | -62.0% | +76.7% | +28.5% |
| YTD | +31.9% | -31.6% | +63.5% | +34.1% |
| 1Y | +37.1% | -25.8% | +62.9% | +37.3% |
| 3Y | +51.9% | -30.4% | +82.2% | +47.4% |
| 5Y | +39.3% | +18.7% | +20.6% | +19.9% |
| All | +159.3% | -19.0% | +178.3% | +88.9% |
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 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