-35.7%
HDB vs LBRT
+115.1%
-150.9%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.5% |
| 7D | +0.4% | +8.7% | -8.3% | 0.0% |
| 30D | -2.8% | +6.6% | -9.4% | -3.2% |
| 3M | -3.5% | -34.5% | +30.9% | -1.6% |
| 6M | -24.7% | -24.5% | -0.2% | -24.1% |
| YTD | -36.6% | +12.7% | -49.3% | -37.9% |
| 1Y | -34.4% | +94.8% | -129.2% | -38.6% |
| 3Y | -24.4% | +31.9% | -56.3% | -28.5% |
| All | -35.7% | +115.1% | -150.9% | -42.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling