+49.1%
HBAN vs LBRT
-19.0%
+68.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +2.9% | +0.3% |
| 7D | -0.1% | -15.7% | +15.5% | +3.3% |
| 30D | +3.4% | -34.3% | +37.7% | +12.6% |
| 3M | -9.1% | -40.6% | +31.5% | +0.9% |
| 6M | +0.1% | -62.0% | +62.1% | +21.7% |
| YTD | -6.0% | -31.6% | +25.6% | -2.8% |
| 1Y | +4.0% | -25.8% | +29.8% | +5.0% |
| 3Y | +74.5% | -30.4% | +104.8% | +68.6% |
| 5Y | +24.3% | +18.7% | +5.7% | -1.2% |
| All | +49.1% | -19.0% | +68.1% | -4.4% |
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