+199.9%
HIG vs LBRT
+43.0%
+156.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.1% | -2.4% | +0.2% |
| 7D | -0.5% | +10.2% | -10.7% | -2.0% |
| 30D | -2.8% | +4.9% | -7.7% | -3.8% |
| 3M | +6.3% | -21.2% | +27.6% | +9.2% |
| 6M | -0.1% | -19.9% | +19.8% | +1.5% |
| YTD | +0.4% | +20.8% | -20.3% | -5.6% |
| 1Y | +6.2% | +123.5% | -117.3% | -12.2% |
| 3Y | +101.6% | +30.9% | +70.7% | +75.8% |
| 5Y | +119.8% | +136.3% | -16.4% | +61.1% |
| All | +199.9% | +43.0% | +156.9% | +64.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling