+374.7%
HL vs LBRT
+38.7%
+335.9%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.9% | -5.0% | -1.9% |
| 7D | +7.1% | +6.9% | +0.1% | +5.4% |
| 30D | +21.4% | +7.8% | +13.6% | +19.1% |
| 3M | +37.4% | -25.3% | +62.7% | +44.6% |
| 6M | +0.4% | -19.6% | +20.0% | +2.9% |
| YTD | +6.7% | +17.2% | -10.5% | -0.5% |
| 1Y | +102.4% | +114.1% | -11.7% | +59.6% |
| 3Y | +417.4% | +27.0% | +390.4% | +342.1% |
| 5Y | +243.3% | +128.3% | +115.0% | +142.4% |
| All | +374.7% | +38.7% | +335.9% | +186.5% |
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