+19.1%
HCA vs LBRT
-61.3%
+80.4%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.3% | -3.0% | +0.7% |
| 7D | -0.9% | -1.9% | +1.0% | -1.0% |
| 30D | +10.3% | -32.0% | +42.4% | +6.9% |
| 3M | +23.2% | -39.7% | +62.9% | +18.3% |
| 6M | +19.1% | -61.1% | +80.2% | +4.5% |
| All | +19.1% | -61.3% | +80.4% | +4.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling