+120.5%
URI vs LBRT
+25.4%
+95.1%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +1.4% |
| 7D | -2.0% | +8.3% | -10.2% | -3.2% |
| 30D | -12.9% | +6.1% | -19.1% | -13.9% |
| 3M | -6.7% | -34.8% | +28.0% | -0.6% |
| 6M | +19.0% | -24.8% | +43.8% | +22.6% |
| YTD | +25.5% | +12.2% | +13.3% | +16.8% |
| 1Y | +5.5% | +94.0% | -88.4% | -17.9% |
| All | +120.5% | +25.4% | +95.1% | +89.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling