+416.5%
HL vs LBRT
+21.3%
+395.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.5% | -4.0% | -2.7% |
| 7D | +1.5% | +8.7% | -7.3% | +0.5% |
| 30D | +25.1% | +6.6% | +18.4% | +23.9% |
| 3M | +22.9% | -34.5% | +57.4% | +28.6% |
| 6M | -4.9% | -24.5% | +19.6% | -2.6% |
| YTD | +7.8% | +12.7% | -4.9% | +4.3% |
| 1Y | +133.9% | +94.8% | +39.0% | +106.0% |
| All | +416.5% | +21.3% | +395.2% | +379.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling