+28.1%
USHY vs LBRT
+22.3%
+5.8%
-4.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.1% |
| 7D | -0.1% | +8.7% | -8.9% | -0.4% |
| 30D | +0.1% | +6.6% | -6.5% | -0.1% |
| 3M | +0.8% | -34.5% | +35.3% | +1.9% |
| 6M | +1.7% | -24.5% | +26.2% | +2.2% |
| YTD | +2.5% | +12.7% | -10.2% | +1.4% |
| 1Y | +4.4% | +94.8% | -90.4% | +0.9% |
| All | +28.1% | +22.3% | +5.8% | +23.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling