+121.7%
HCA vs LBRT
-30.4%
+152.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.4% | +3.3% | -0.1% |
| 7D | +9.0% | -15.7% | +24.6% | +8.9% |
| 30D | +11.8% | -34.3% | +46.1% | +11.8% |
| 3M | +22.1% | -40.6% | +62.7% | +22.2% |
| 6M | +16.4% | -62.0% | +78.4% | +17.1% |
| YTD | +8.6% | -31.6% | +40.2% | +7.0% |
| 1Y | +10.6% | -25.8% | +36.4% | +8.5% |
| 3Y | +121.7% | -30.4% | +152.0% | +112.2% |
| All | +121.7% | -30.4% | +152.0% | +112.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling