+114.5%
HCA vs LBRT
+13.8%
+100.7%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.4% | +3.3% | +0.1% |
| 7D | +9.0% | -15.7% | +24.6% | +9.7% |
| 30D | +11.8% | -34.3% | +46.1% | +14.1% |
| 3M | +22.1% | -40.6% | +62.7% | +25.2% |
| 6M | +16.4% | -62.0% | +78.4% | +22.6% |
| YTD | +8.6% | -31.6% | +40.2% | +8.2% |
| 1Y | +10.6% | -25.8% | +36.4% | +9.1% |
| 3Y | +121.7% | -30.4% | +152.0% | +113.8% |
| 5Y | +114.5% | +18.7% | +95.8% | +90.3% |
| All | +114.5% | +13.8% | +100.7% | +90.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling