+8.1%
HDB vs LBRT
-22.5%
+30.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.4% | -3.6% | +1.3% |
| 7D | +13.3% | -29.1% | +42.5% | +16.8% |
| 30D | +13.6% | -38.4% | +51.9% | +18.5% |
| 3M | +5.8% | -40.1% | +45.8% | +10.4% |
| 6M | -1.9% | -62.9% | +61.0% | +6.9% |
| YTD | -31.2% | -34.5% | +3.3% | -30.2% |
| 1Y | -29.6% | -30.2% | +0.6% | -29.2% |
| 3Y | -10.1% | -37.5% | +27.4% | -11.3% |
| 5Y | -24.3% | +7.6% | -31.9% | -33.0% |
| All | +8.1% | -22.5% | +30.6% | -22.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling