+24.9%
USHY vs LBRT
-38.0%
+62.9%
-4.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.4% | -5.4% | -0.1% |
| 7D | -0.3% | -29.1% | +28.9% | +0.6% |
| 30D | 0.0% | -38.4% | +38.4% | +1.2% |
| 3M | -1.8% | -40.1% | +38.3% | -0.6% |
| 6M | -1.0% | -62.9% | +61.9% | +1.4% |
| YTD | +0.5% | -34.5% | +35.0% | +0.7% |
| 1Y | +1.9% | -30.2% | +32.1% | +1.8% |
| 3Y | +24.9% | -37.5% | +62.3% | +23.1% |
| All | +24.9% | -38.0% | +62.9% | +23.1% |
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 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