+203.9%
HIG vs LBRT
+33.5%
+170.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.6% | -1.4% |
| 7D | +0.3% | +8.7% | -8.4% | -1.1% |
| 30D | -3.2% | +6.6% | -9.8% | -4.4% |
| 3M | +9.1% | -34.5% | +43.6% | +15.4% |
| 6M | -1.8% | -24.5% | +22.7% | +0.7% |
| YTD | +1.8% | +12.7% | -11.0% | -3.3% |
| 1Y | +4.6% | +94.8% | -90.3% | -11.4% |
| 3Y | +101.6% | +31.9% | +69.8% | +75.0% |
| 5Y | +124.5% | +111.8% | +12.7% | +67.7% |
| All | +203.9% | +33.5% | +170.4% | +68.3% |
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