+104.6%
HD vs LBRT
+33.5%
+71.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.8% |
| 7D | -2.1% | +8.3% | -10.3% | -2.7% |
| 30D | -8.4% | +6.1% | -14.6% | -9.0% |
| 3M | +4.3% | -34.8% | +39.1% | +7.7% |
| 6M | -11.1% | -24.8% | +13.7% | -9.9% |
| YTD | -4.7% | +12.2% | -16.9% | -7.4% |
| 1Y | -19.8% | +94.0% | -113.8% | -27.0% |
| 3Y | +4.1% | +31.3% | -27.2% | -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 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