+51.8%
USB vs LBRT
-14.8%
+66.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -11.2% | +13.1% | +4.0% |
| 7D | +2.4% | -25.3% | +27.7% | +7.8% |
| 30D | +6.6% | -32.9% | +39.4% | +14.1% |
| 3M | -4.1% | -33.3% | +29.2% | +2.4% |
| 6M | +12.5% | -61.0% | +73.4% | +31.7% |
| YTD | +17.6% | -28.0% | +45.6% | +20.0% |
| 1Y | +36.5% | -21.5% | +58.0% | +36.3% |
| 3Y | +95.4% | -31.5% | +126.9% | +90.7% |
| 5Y | +26.1% | +12.3% | +13.8% | +5.8% |
| All | +51.8% | -14.8% | +66.6% | +0.4% |
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