+67.6%
HON vs LBRT
+33.5%
+34.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +0.8% |
| 7D | -3.6% | +8.7% | -12.3% | -4.7% |
| 30D | -15.3% | +6.6% | -21.9% | -16.1% |
| 3M | -7.9% | -34.5% | +26.6% | -3.5% |
| 6M | -18.1% | -24.5% | +6.4% | -16.4% |
| YTD | +3.8% | +12.7% | -8.9% | -0.5% |
| 1Y | +0.5% | +94.8% | -94.4% | -12.3% |
| 3Y | +19.8% | +31.9% | -12.1% | +7.0% |
| 5Y | +2.9% | +111.8% | -108.9% | -18.4% |
| All | +67.6% | +33.5% | +34.1% | +14.3% |
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