+551.1%
URI vs LBRT
-16.2%
+567.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +8.1% | -1.2% | +4.6% |
| 7D | -4.0% | -11.9% | +7.9% | -0.8% |
| 30D | +6.8% | -31.9% | +38.7% | +17.6% |
| 3M | -2.8% | -34.9% | +32.1% | +7.9% |
| 6M | +20.9% | -60.7% | +81.5% | +50.8% |
| YTD | +40.2% | -29.2% | +69.5% | +43.7% |
| 1Y | +34.1% | -23.6% | +57.7% | +33.6% |
| 3Y | +164.1% | -26.8% | +191.0% | +148.6% |
| 5Y | +199.3% | +16.3% | +183.0% | +126.0% |
| All | +551.1% | -16.2% | +567.3% | +305.5% |
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