+76.1%
HAS vs LBRT
-26.4%
+102.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -13.7% | +12.0% | +0.1% |
| 7D | 0.0% | -34.8% | +34.8% | +5.2% |
| 30D | +31.3% | -43.6% | +74.9% | +40.4% |
| 3M | +32.1% | -41.2% | +73.4% | +40.0% |
| 6M | +28.1% | -66.1% | +94.2% | +45.0% |
| YTD | +49.1% | -37.9% | +87.0% | +54.0% |
| 1Y | +60.5% | -33.9% | +94.4% | +64.0% |
| 3Y | +183.9% | -40.9% | +224.7% | +184.1% |
| 5Y | +51.2% | +2.1% | +49.1% | +36.0% |
| All | +76.1% | -26.4% | +102.5% | +38.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling