-32.9%
HDB vs LBRT
-25.0%
-7.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -11.2% | +16.8% | +4.7% |
| 7D | +12.9% | -25.3% | +38.2% | +11.0% |
| 30D | +10.0% | -32.9% | +42.9% | +7.9% |
| 3M | +1.8% | -33.3% | +35.2% | 0.0% |
| 6M | -2.1% | -61.0% | +58.9% | -5.2% |
| YTD | -33.4% | -28.0% | -5.4% | -36.5% |
| 1Y | -32.9% | -21.5% | -11.4% | -35.5% |
| All | -32.9% | -25.0% | -7.8% | -35.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling