+509.2%
URI vs LBRT
-22.5%
+531.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.4% | -4.2% | -0.4% |
| 7D | -9.8% | -29.1% | +19.4% | -1.4% |
| 30D | +1.7% | -38.4% | +40.1% | +15.1% |
| 3M | -9.1% | -40.1% | +31.0% | +3.3% |
| 6M | +9.9% | -62.9% | +72.8% | +39.2% |
| YTD | +31.2% | -34.5% | +65.7% | +37.4% |
| 1Y | +25.9% | -30.2% | +56.1% | +28.7% |
| 3Y | +147.4% | -37.5% | +184.8% | +143.5% |
| 5Y | +179.7% | +7.6% | +172.1% | +115.8% |
| All | +509.2% | -22.5% | +531.7% | +287.5% |
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