-19.0%
USAR vs LBRT
-7.3%
-11.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +1.0% |
| 7D | -0.8% | +9.2% | -10.0% | -1.6% |
| 30D | -20.9% | -27.5% | +6.6% | -19.1% |
| 3M | -56.2% | -37.9% | -18.3% | -54.8% |
| 6M | -67.9% | -60.7% | -7.2% | -66.8% |
| YTD | -31.4% | -28.5% | -2.9% | -28.3% |
| 1Y | -45.1% | -13.2% | -31.8% | -41.9% |
| 3Y | -20.3% | -28.8% | +8.5% | -10.9% |
| All | -19.0% | -7.3% | -11.7% | -9.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling