+66.5%
HON vs LBRT
+38.7%
+27.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.9% | -4.6% | -1.2% |
| 7D | -0.8% | +6.9% | -7.8% | -1.7% |
| 30D | -15.2% | +7.8% | -23.0% | -16.1% |
| 3M | -6.0% | -25.3% | +19.3% | -3.2% |
| 6M | -14.9% | -19.6% | +4.7% | -14.0% |
| YTD | +3.2% | +17.2% | -14.0% | -1.6% |
| 1Y | 0.0% | +114.1% | -114.1% | -13.8% |
| 3Y | +21.5% | +27.0% | -5.5% | +9.3% |
| 5Y | +4.0% | +128.3% | -124.3% | -18.4% |
| All | +66.5% | +38.7% | +27.7% | +13.0% |
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