+75.1%
HAS vs LBRT
-22.5%
+97.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.4% | -5.9% | -1.2% |
| 7D | -0.2% | -29.1% | +29.0% | +3.9% |
| 30D | +31.0% | -38.4% | +69.4% | +38.5% |
| 3M | +30.7% | -40.1% | +70.7% | +38.2% |
| 6M | +23.9% | -62.9% | +86.8% | +38.5% |
| YTD | +48.3% | -34.5% | +82.8% | +52.2% |
| 1Y | +60.2% | -30.2% | +90.4% | +62.6% |
| 3Y | +189.2% | -37.5% | +226.7% | +187.3% |
| 5Y | +50.4% | +7.6% | +42.8% | +34.3% |
| All | +75.1% | -22.5% | +97.6% | +36.3% |
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