-9.6%
UPS vs LBRT
-38.0%
+28.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +5.4% | -7.8% | -3.0% |
| 7D | 0.0% | -29.1% | +29.2% | +3.2% |
| 30D | +17.3% | -38.4% | +55.7% | +22.7% |
| 3M | +6.6% | -40.1% | +46.7% | +11.4% |
| 6M | +12.0% | -62.9% | +74.9% | +23.7% |
| YTD | +14.4% | -34.5% | +48.9% | +13.8% |
| 1Y | +23.3% | -30.2% | +53.5% | +20.9% |
| 3Y | -9.6% | -37.5% | +27.8% | -13.1% |
| All | -9.6% | -38.0% | +28.4% | -13.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling