+122.0%
HD vs LBRT
-16.2%
+138.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.0% | -0.9% |
| 7D | -0.5% | +13.8% | -14.3% | -1.5% |
| 30D | +18.5% | -32.4% | +50.9% | +21.7% |
| 3M | +2.2% | -39.9% | +42.0% | +5.8% |
| 6M | +13.8% | -60.8% | +74.7% | +21.8% |
| YTD | +3.4% | -29.3% | +32.7% | +3.7% |
| 1Y | -3.5% | -18.9% | +15.4% | -4.7% |
| 3Y | +29.0% | -28.0% | +57.0% | +25.2% |
| 5Y | +6.1% | +26.6% | -20.5% | -5.2% |
| All | +122.0% | -16.2% | +138.2% | +67.8% |
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 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