+58.7%
HBAN vs LBRT
+33.5%
+25.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.5% |
| 7D | +0.7% | +8.7% | -8.1% | -1.4% |
| 30D | -3.2% | +6.6% | -9.8% | -4.9% |
| 3M | +4.0% | -34.5% | +38.4% | +13.1% |
| 6M | +3.1% | -24.5% | +27.6% | +7.3% |
| YTD | 0.0% | +12.7% | -12.7% | -6.5% |
| 1Y | -1.2% | +94.8% | -96.0% | -21.4% |
| 3Y | +72.5% | +31.9% | +40.6% | +44.8% |
| 5Y | +39.3% | +111.8% | -72.5% | -2.8% |
| All | +58.7% | +33.5% | +25.2% | -8.0% |
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