-19.7%
USAR vs LBRT
-38.0%
+18.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +5.4% | +5.5% | +10.3% |
| 7D | -14.5% | -29.1% | +14.6% | -11.9% |
| 30D | -37.8% | -38.4% | +0.6% | -35.5% |
| 3M | -52.8% | -40.1% | -12.7% | -50.9% |
| 6M | -71.2% | -62.9% | -8.3% | -69.9% |
| YTD | -30.9% | -34.5% | +3.6% | -26.9% |
| 1Y | -48.0% | -30.2% | -17.8% | -44.8% |
| 3Y | -19.7% | -37.5% | +17.8% | -8.9% |
| All | -19.7% | -38.0% | +18.3% | -8.9% |
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 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