+77.5%
HAS vs LBRT
-15.3%
+92.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.8% | -0.9% |
| 7D | +1.4% | +9.2% | -7.8% | +0.2% |
| 30D | +26.3% | -27.5% | +53.8% | +30.7% |
| 3M | +25.6% | -37.9% | +63.5% | +32.2% |
| 6M | +30.3% | -60.7% | +91.0% | +44.6% |
| YTD | +50.4% | -28.5% | +78.9% | +52.5% |
| 1Y | +57.7% | -13.2% | +70.9% | +55.5% |
| 3Y | +213.4% | -28.8% | +242.2% | +206.1% |
| 5Y | +49.1% | +28.0% | +21.1% | +30.1% |
| All | +77.5% | -15.3% | +92.9% | +36.6% |
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