+51.2%
HAS vs LBRT
+1.0%
+50.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -13.7% | +12.0% | -0.2% |
| 7D | 0.0% | -34.8% | +34.8% | +4.4% |
| 30D | +31.3% | -43.6% | +74.9% | +39.2% |
| 3M | +32.1% | -41.2% | +73.4% | +39.0% |
| 6M | +28.1% | -66.1% | +94.2% | +43.2% |
| YTD | +49.1% | -37.9% | +87.0% | +52.6% |
| 1Y | +60.5% | -33.9% | +94.4% | +62.6% |
| 3Y | +183.9% | -40.9% | +224.7% | +180.0% |
| 5Y | +51.2% | +2.1% | +49.1% | +37.8% |
| All | +51.2% | +1.0% | +50.2% | +37.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling