+118.9%
HD vs LBRT
-22.5%
+141.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.4% | -7.2% | -2.3% |
| 7D | +4.3% | -29.1% | +33.5% | +6.9% |
| 30D | +20.2% | -38.4% | +58.6% | +24.4% |
| 3M | -1.0% | -40.1% | +39.0% | +2.5% |
| 6M | +7.9% | -62.9% | +70.8% | +15.9% |
| YTD | +2.0% | -34.5% | +36.5% | +2.9% |
| 1Y | -4.3% | -30.2% | +25.9% | -4.2% |
| 3Y | +25.9% | -37.5% | +63.4% | +23.8% |
| 5Y | +5.8% | +7.6% | -1.8% | -4.0% |
| All | +118.9% | -22.5% | +141.4% | +66.6% |
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