+362.6%
HLT vs LBRT
-15.3%
+378.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.1% |
| 7D | +0.7% | +9.2% | -8.5% | -0.6% |
| 30D | +13.7% | -27.5% | +41.3% | +18.2% |
| 3M | +16.3% | -37.9% | +54.2% | +23.2% |
| 6M | +19.9% | -60.7% | +80.6% | +34.7% |
| YTD | +30.1% | -28.5% | +58.6% | +31.0% |
| 1Y | +38.5% | -13.2% | +51.7% | +34.8% |
| 3Y | +131.0% | -28.8% | +159.8% | +121.8% |
| 5Y | +163.7% | +28.0% | +135.7% | +119.4% |
| All | +362.6% | -15.3% | +378.0% | +237.7% |
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