+26.1%
USB vs LBRT
+8.5%
+17.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -11.2% | +13.1% | +3.7% |
| 7D | +2.4% | -25.3% | +27.7% | +7.0% |
| 30D | +6.6% | -32.9% | +39.4% | +13.1% |
| 3M | -4.1% | -33.3% | +29.2% | +1.6% |
| 6M | +12.5% | -61.0% | +73.4% | +29.7% |
| YTD | +17.6% | -28.0% | +45.6% | +18.7% |
| 1Y | +36.5% | -21.5% | +58.0% | +34.9% |
| 3Y | +95.4% | -31.5% | +126.9% | +88.4% |
| 5Y | +26.1% | +12.3% | +13.8% | +4.1% |
| All | +26.1% | +8.5% | +17.6% | +4.1% |
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