+46.6%
USHY vs LBRT
-19.0%
+65.6%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.4% | +3.0% | -0.2% |
| 7D | +0.3% | -15.7% | +16.0% | +0.9% |
| 30D | -0.1% | -34.3% | +34.1% | +1.4% |
| 3M | -1.9% | -40.6% | +38.8% | 0.0% |
| 6M | -1.0% | -62.0% | +61.0% | +2.5% |
| YTD | +0.4% | -31.6% | +32.0% | +1.1% |
| 1Y | +1.4% | -25.8% | +27.2% | +1.7% |
| 3Y | +24.9% | -30.4% | +55.3% | +23.9% |
| 5Y | +19.3% | +18.7% | +0.6% | +14.2% |
| All | +46.6% | -19.0% | +65.6% | +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