+9.0%
UPS vs LBRT
+33.5%
-24.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.3% |
| 7D | -2.9% | +8.3% | -11.1% | -3.8% |
| 30D | -3.5% | +6.1% | -9.6% | -4.3% |
| 3M | -5.7% | -34.8% | +29.0% | -1.8% |
| 6M | -4.4% | -24.8% | +20.5% | -2.5% |
| YTD | +8.0% | +12.2% | -4.2% | +4.4% |
| 1Y | +29.0% | +94.0% | -64.9% | +15.4% |
| 3Y | -27.7% | +31.3% | -59.0% | -33.6% |
| 5Y | -34.3% | +111.8% | -146.2% | -44.2% |
| All | +9.0% | +33.5% | -24.5% | -11.8% |
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