+46.9%
USHY vs LBRT
-15.3%
+62.2%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.2% |
| 7D | -0.4% | +9.2% | -9.6% | -0.8% |
| 30D | +0.6% | -27.5% | +28.1% | +1.7% |
| 3M | -2.0% | -37.9% | +35.9% | -0.3% |
| 6M | -0.5% | -60.7% | +60.2% | +2.8% |
| YTD | +0.6% | -28.5% | +29.1% | +1.1% |
| 1Y | +2.1% | -13.2% | +15.3% | +1.7% |
| 3Y | +25.3% | -28.8% | +54.1% | +24.2% |
| 5Y | +19.7% | +28.0% | -8.2% | +14.2% |
| All | +46.9% | -15.3% | +62.2% | +30.5% |
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 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