+49.3%
USHY vs LBRT
+43.0%
+6.3%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.1% | -3.3% | -0.3% |
| 7D | -0.1% | +10.2% | -10.3% | -0.5% |
| 30D | 0.0% | +4.9% | -4.9% | -0.3% |
| 3M | +0.8% | -21.2% | +22.1% | +1.6% |
| 6M | +1.9% | -19.9% | +21.9% | +2.4% |
| YTD | +2.3% | +20.8% | -18.5% | +0.8% |
| 1Y | +4.1% | +123.5% | -119.4% | -0.5% |
| 3Y | +27.8% | +30.9% | -3.2% | +23.7% |
| 5Y | +21.5% | +136.3% | -114.8% | +13.0% |
| All | +49.3% | +43.0% | +6.3% | +30.1% |
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 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