+231.5%
HL vs LBRT
-19.0%
+250.6%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -3.4% | -3.9% | -6.5% |
| 7D | +8.2% | -15.7% | +23.8% | +11.6% |
| 30D | -16.3% | -34.3% | +18.0% | -9.0% |
| 3M | -18.6% | -40.6% | +22.1% | -9.8% |
| 6M | -23.2% | -62.0% | +38.8% | -6.9% |
| YTD | -25.5% | -31.6% | +6.1% | -22.5% |
| 1Y | -4.8% | -25.8% | +21.0% | -3.1% |
| 3Y | +281.4% | -30.4% | +311.8% | +269.6% |
| 5Y | +137.8% | +18.7% | +119.2% | +94.3% |
| All | +231.5% | -19.0% | +250.6% | +123.1% |
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 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