-18.3%
USAR vs LBRT
-15.1%
-3.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +5.4% | +5.5% | +10.3% |
| 7D | -14.5% | -29.1% | +14.6% | -12.0% |
| 30D | -37.8% | -38.4% | +0.6% | -35.6% |
| 3M | -52.8% | -40.1% | -12.7% | -51.0% |
| 6M | -71.2% | -62.9% | -8.3% | -70.0% |
| YTD | -30.9% | -34.5% | +3.6% | -27.1% |
| 1Y | -48.0% | -30.2% | -17.8% | -45.0% |
| 3Y | -19.7% | -37.5% | +17.8% | -9.5% |
| All | -18.3% | -15.1% | -3.2% | -8.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling