+133.6%
HOOD vs LBRT
+26.0%
+107.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.2% | -4.0% | -3.9% |
| 7D | +3.8% | +13.8% | -10.1% | +0.9% |
| 30D | -26.4% | -32.4% | +6.0% | -20.5% |
| 3M | -14.3% | -39.9% | +25.6% | -5.5% |
| 6M | +3.9% | -60.8% | +64.8% | +24.2% |
| YTD | -28.1% | -29.3% | +1.2% | -26.6% |
| 1Y | -38.8% | -18.9% | -20.0% | -39.7% |
| 3Y | +888.5% | -28.0% | +916.4% | +855.1% |
| 5Y | +131.0% | +26.6% | +104.5% | +102.9% |
| All | +133.6% | +26.0% | +107.6% | +136.9% |
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