-23.4%
HDB vs LBRT
+25.3%
-48.7%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.3% | -1.2% |
| 7D | +4.1% | +13.8% | -9.7% | +3.6% |
| 30D | +13.0% | -32.4% | +45.4% | +14.5% |
| 3M | +11.3% | -39.9% | +51.1% | +13.4% |
| 6M | +6.9% | -60.8% | +67.8% | +11.2% |
| YTD | -29.6% | -29.3% | -0.4% | -29.9% |
| 1Y | -29.5% | -18.9% | -10.7% | -30.6% |
| 3Y | -8.1% | -28.0% | +19.9% | -10.6% |
| 5Y | -23.4% | +26.6% | -50.0% | -30.2% |
| All | -23.4% | +25.3% | -48.7% | -30.2% |
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