+49.4%
HBAN vs LBRT
-16.4%
+65.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.3% | -3.0% | -0.5% |
| 7D | -1.1% | -1.9% | +0.8% | -1.0% |
| 30D | +3.1% | -32.0% | +35.2% | +11.4% |
| 3M | -9.8% | -39.7% | +29.9% | -0.2% |
| 6M | +1.4% | -61.1% | +62.5% | +22.5% |
| YTD | -5.8% | -29.4% | +23.6% | -3.3% |
| 1Y | +4.2% | -24.5% | +28.7% | +4.8% |
| 3Y | +74.9% | -28.1% | +103.0% | +67.8% |
| 5Y | +21.7% | +23.9% | -2.2% | -4.3% |
| All | +49.4% | -16.4% | +65.8% | -4.8% |
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 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