+7.1%
UPS vs LBRT
+38.7%
-31.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.9% | -5.7% | -2.2% |
| 7D | -2.1% | +6.9% | -9.1% | -2.9% |
| 30D | -2.3% | +7.8% | -10.1% | -3.3% |
| 3M | -5.2% | -25.3% | +20.0% | -2.8% |
| 6M | +1.4% | -19.6% | +21.0% | +2.5% |
| YTD | +6.1% | +17.2% | -11.0% | +2.1% |
| 1Y | +27.0% | +114.1% | -87.1% | +12.2% |
| 3Y | -25.9% | +27.0% | -52.9% | -31.7% |
| 5Y | -34.6% | +128.3% | -162.9% | -44.8% |
| All | +7.1% | +38.7% | -31.7% | -13.7% |
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