+15.4%
UPS vs LBRT
-22.5%
+37.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +5.4% | -7.8% | -3.0% |
| 7D | 0.0% | -29.1% | +29.2% | +3.5% |
| 30D | +17.3% | -38.4% | +55.7% | +23.0% |
| 3M | +6.6% | -40.1% | +46.7% | +11.8% |
| 6M | +12.0% | -62.9% | +74.9% | +23.1% |
| YTD | +14.4% | -34.5% | +48.9% | +16.5% |
| 1Y | +23.3% | -30.2% | +53.5% | +24.3% |
| 3Y | -9.6% | -37.5% | +27.8% | -10.4% |
| 5Y | -34.1% | +7.6% | -41.7% | -40.0% |
| All | +15.4% | -22.5% | +37.9% | -1.6% |
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