+150.3%
UNP vs LBRT
-22.5%
+172.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.4% | -8.0% | -3.3% |
| 7D | -4.6% | -29.1% | +24.6% | -0.4% |
| 30D | +5.6% | -38.4% | +44.0% | +12.1% |
| 3M | -1.3% | -40.1% | +38.7% | +4.7% |
| 6M | +9.2% | -62.9% | +72.1% | +22.8% |
| YTD | +27.3% | -34.5% | +61.9% | +30.3% |
| 1Y | +35.9% | -30.2% | +66.1% | +37.3% |
| 3Y | +45.5% | -37.5% | +82.9% | +43.5% |
| 5Y | +36.0% | +7.6% | +28.4% | +18.7% |
| All | +150.3% | -22.5% | +172.7% | +83.5% |
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 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