+104.6%
HD vs LBRT
+33.5%
+71.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.5% | +0.8% |
| 7D | -2.1% | +8.7% | -10.8% | -2.8% |
| 30D | -8.4% | +6.6% | -15.0% | -9.0% |
| 3M | +4.3% | -34.5% | +38.8% | +7.6% |
| 6M | -11.1% | -24.5% | +13.4% | -10.0% |
| YTD | -4.7% | +12.7% | -17.4% | -7.5% |
| 1Y | -19.8% | +94.8% | -114.7% | -27.1% |
| 3Y | +4.1% | +31.9% | -27.8% | -3.7% |
| 5Y | +10.3% | +111.8% | -101.5% | -5.5% |
| All | +104.6% | +33.5% | +71.2% | +49.8% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling