+529.3%
HCA vs LBRT
-16.4%
+545.7%
-54.7%
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% | -0.1% |
| 7D | -0.9% | -1.9% | +1.0% | -0.9% |
| 30D | +10.3% | -32.0% | +42.4% | +15.3% |
| 3M | +23.2% | -39.7% | +62.9% | +30.6% |
| 6M | +19.1% | -61.1% | +80.2% | +32.9% |
| YTD | +9.0% | -29.4% | +38.3% | +9.9% |
| 1Y | +10.2% | -24.5% | +34.7% | +9.6% |
| 3Y | +122.4% | -28.1% | +150.5% | +112.3% |
| 5Y | +116.3% | +23.9% | +92.4% | +78.4% |
| All | +529.3% | -16.4% | +545.7% | +302.7% |
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