+30.6%
UPS vs LBRT
-25.0%
+55.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -11.2% | +15.9% | +4.2% |
| 7D | +8.2% | -25.3% | +33.6% | +7.1% |
| 30D | +22.7% | -32.9% | +55.6% | +21.0% |
| 3M | +6.4% | -33.3% | +39.8% | +4.9% |
| 6M | +22.6% | -61.0% | +83.6% | +20.3% |
| YTD | +20.7% | -28.0% | +48.7% | +16.4% |
| 1Y | +30.6% | -21.5% | +52.1% | +26.0% |
| All | +30.6% | -25.0% | +55.7% | +26.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling