+244.2%
HL vs LBRT
+115.1%
+129.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.5% | -4.0% | -2.8% |
| 7D | +1.5% | +8.7% | -7.3% | -0.2% |
| 30D | +25.1% | +6.6% | +18.4% | +23.2% |
| 3M | +22.9% | -34.5% | +57.4% | +32.2% |
| 6M | -4.9% | -24.5% | +19.6% | -1.5% |
| YTD | +7.8% | +12.7% | -4.9% | +1.9% |
| 1Y | +133.9% | +94.8% | +39.0% | +90.8% |
| 3Y | +380.9% | +31.9% | +349.0% | +312.5% |
| All | +244.2% | +115.1% | +129.0% | +154.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling