+123.0%
HD vs LBRT
-26.4%
+149.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -13.7% | +12.1% | -0.5% |
| 7D | +6.4% | -34.8% | +41.2% | +9.8% |
| 30D | +22.1% | -43.6% | +65.7% | +27.3% |
| 3M | -0.2% | -41.2% | +41.1% | +3.5% |
| 6M | +12.6% | -66.1% | +78.7% | +21.8% |
| YTD | +3.9% | -37.9% | +41.8% | +5.3% |
| 1Y | -3.7% | -33.9% | +30.1% | -3.2% |
| 3Y | +27.9% | -40.9% | +68.7% | +26.3% |
| 5Y | +7.8% | +2.1% | +5.7% | -1.8% |
| All | +123.0% | -26.4% | +149.5% | +70.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling