-6.8%
HDB vs LBRT
-28.0%
+21.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.3% | -3.1% | +0.1% |
| 7D | +6.9% | -1.9% | +8.8% | +6.9% |
| 30D | +15.2% | -32.0% | +47.3% | +16.2% |
| 3M | +11.7% | -39.7% | +51.4% | +13.1% |
| 6M | +7.5% | -61.1% | +68.6% | +10.9% |
| YTD | -28.8% | -29.4% | +0.6% | -29.7% |
| 1Y | -29.1% | -24.5% | -4.6% | -30.4% |
| All | -6.8% | -28.0% | +21.2% | -12.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling