+242.0%
HL vs LBRT
-22.5%
+264.4%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.4% | -3.4% | +0.8% |
| 7D | +8.9% | -29.1% | +38.1% | +16.5% |
| 30D | -10.1% | -38.4% | +28.3% | -0.9% |
| 3M | -7.0% | -40.1% | +33.0% | +2.7% |
| 6M | -18.8% | -62.9% | +44.1% | -1.1% |
| YTD | -23.1% | -34.5% | +11.4% | -19.4% |
| 1Y | +8.9% | -30.2% | +39.1% | +12.3% |
| 3Y | +255.0% | -37.5% | +292.5% | +252.8% |
| 5Y | +151.5% | +7.6% | +143.9% | +110.0% |
| All | +242.0% | -22.5% | +264.4% | +132.2% |
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 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