+279.7%
HLT vs LBRT
+34.6%
+245.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.9% | +5.6% | +0.6% |
| 7D | -2.6% | +2.3% | -4.9% | -3.0% |
| 30D | -2.6% | -2.9% | +0.3% | -2.4% |
| 3M | -9.4% | -26.1% | +16.7% | -6.2% |
| 6M | +2.7% | -26.2% | +28.9% | +5.4% |
| YTD | +6.8% | +13.7% | -6.9% | +1.5% |
| 1Y | +12.4% | +93.6% | -81.2% | -3.7% |
| 3Y | +100.2% | +23.2% | +77.0% | +78.2% |
| 5Y | +143.7% | +125.5% | +18.2% | +86.9% |
| All | +279.7% | +34.6% | +245.1% | +161.7% |
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