+11.1%
HDB vs LBRT
-15.3%
+26.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.4% |
| 7D | +2.7% | +9.2% | -6.5% | +1.8% |
| 30D | +14.1% | -27.5% | +41.7% | +17.2% |
| 3M | +11.8% | -37.9% | +49.7% | +16.4% |
| 6M | +8.2% | -60.7% | +68.9% | +17.3% |
| YTD | -29.3% | -28.5% | -0.8% | -28.9% |
| 1Y | -28.8% | -13.2% | -15.6% | -30.1% |
| 3Y | -7.5% | -28.8% | +21.3% | -10.0% |
| 5Y | -23.1% | +28.0% | -51.0% | -33.2% |
| All | +11.1% | -15.3% | +26.5% | -20.7% |
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