+285.8%
HLT vs LBRT
+33.5%
+252.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.2% |
| 7D | -3.3% | +8.7% | -12.0% | -4.5% |
| 30D | -4.1% | +6.6% | -10.7% | -5.2% |
| 3M | -7.9% | -34.5% | +26.5% | -3.0% |
| 6M | +2.2% | -24.5% | +26.6% | +4.5% |
| YTD | +8.5% | +12.7% | -4.2% | +3.3% |
| 1Y | +12.1% | +94.8% | -82.7% | -4.1% |
| 3Y | +107.6% | +31.9% | +75.7% | +82.6% |
| 5Y | +156.4% | +111.8% | +44.5% | +98.7% |
| All | +285.8% | +33.5% | +252.4% | +166.4% |
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