+201.3%
HIG vs LBRT
-16.4%
+217.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.3% | -3.7% | -1.0% |
| 7D | -0.7% | -1.9% | +1.2% | -0.7% |
| 30D | +5.4% | -32.0% | +37.4% | +10.8% |
| 3M | -0.9% | -39.7% | +38.7% | +5.8% |
| 6M | +4.8% | -61.1% | +65.9% | +18.8% |
| YTD | +0.9% | -29.4% | +30.3% | +2.0% |
| 1Y | +6.5% | -24.5% | +30.9% | +5.9% |
| 3Y | +95.7% | -28.1% | +123.8% | +86.4% |
| 5Y | +107.1% | +23.9% | +83.2% | +68.3% |
| All | +201.3% | -16.4% | +217.6% | +77.4% |
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