+18.3%
UPS vs LBRT
-19.0%
+37.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.4% | +3.5% | +0.4% |
| 7D | +1.7% | -15.7% | +17.4% | +3.3% |
| 30D | +17.4% | -34.3% | +51.7% | +22.2% |
| 3M | +7.7% | -40.6% | +48.4% | +13.1% |
| 6M | +13.8% | -62.0% | +75.8% | +24.8% |
| YTD | +17.3% | -31.6% | +48.9% | +18.8% |
| 1Y | +27.2% | -25.8% | +53.0% | +27.3% |
| 3Y | -5.6% | -30.4% | +24.7% | -7.6% |
| 5Y | -33.5% | +18.7% | -52.2% | -40.1% |
| All | +18.3% | -19.0% | +37.4% | +0.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling