+502.4%
URI vs LBRT
-26.4%
+528.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -13.7% | +6.6% | -3.3% |
| 7D | -12.9% | -34.8% | +21.9% | -2.6% |
| 30D | -3.4% | -43.6% | +40.2% | +12.1% |
| 3M | -10.0% | -41.2% | +31.2% | +2.7% |
| 6M | +12.2% | -66.1% | +78.3% | +45.7% |
| YTD | +29.8% | -37.9% | +67.6% | +37.9% |
| 1Y | +24.6% | -33.9% | +58.5% | +29.3% |
| 3Y | +137.6% | -40.9% | +178.5% | +137.6% |
| 5Y | +176.6% | +2.1% | +174.5% | +116.5% |
| All | +502.4% | -26.4% | +528.8% | +288.9% |
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