-23.8%
HDB vs LBRT
+26.0%
-49.8%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.5% |
| 7D | +0.4% | +8.7% | -8.3% | +0.1% |
| 30D | -2.8% | +6.6% | -9.4% | -3.1% |
| 3M | -3.5% | -34.5% | +30.9% | -1.9% |
| 6M | -24.7% | -24.5% | -0.2% | -24.2% |
| YTD | -36.6% | +12.7% | -49.3% | -38.0% |
| 1Y | -34.4% | +94.8% | -129.2% | -38.7% |
| All | -23.8% | +26.0% | -49.8% | -27.7% |
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 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