+48.6%
USB vs LBRT
-26.4%
+75.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -13.7% | +11.6% | +0.5% |
| 7D | -1.5% | -34.8% | +33.3% | +6.3% |
| 30D | +4.3% | -43.6% | +47.9% | +15.3% |
| 3M | -6.1% | -41.2% | +35.2% | +2.6% |
| 6M | +9.4% | -66.1% | +75.5% | +31.4% |
| YTD | +15.2% | -37.9% | +53.0% | +20.6% |
| 1Y | +32.8% | -33.9% | +66.6% | +36.8% |
| 3Y | +91.3% | -40.9% | +132.2% | +91.6% |
| 5Y | +22.7% | +2.1% | +20.5% | +4.6% |
| All | +48.6% | -26.4% | +75.0% | +0.9% |
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