+55.0%
HBAN vs LBRT
+43.0%
+12.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.1% | -3.9% | -1.5% |
| 7D | -1.5% | +10.2% | -11.7% | -3.8% |
| 30D | -5.5% | +4.9% | -10.4% | -6.8% |
| 3M | -0.2% | -21.2% | +21.0% | +4.0% |
| 6M | +5.2% | -19.9% | +25.1% | +7.9% |
| YTD | -2.3% | +20.8% | -23.1% | -10.2% |
| 1Y | -2.2% | +123.5% | -125.7% | -24.9% |
| 3Y | +73.8% | +30.9% | +42.9% | +46.5% |
| 5Y | +35.2% | +136.3% | -101.1% | -8.1% |
| All | +55.0% | +43.0% | +12.0% | -11.6% |
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