+142.9%
HOOD vs LBRT
+25.8%
+117.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.3% | +0.7% | +3.3% |
| 7D | -3.2% | -1.9% | -1.3% | -2.8% |
| 30D | -22.6% | -32.0% | +9.5% | -16.4% |
| 3M | -10.4% | -39.7% | +29.3% | -1.2% |
| 6M | +4.7% | -61.1% | +65.8% | +25.3% |
| YTD | -25.2% | -29.4% | +4.2% | -23.7% |
| 1Y | -35.9% | -24.5% | -11.4% | -35.8% |
| 3Y | +927.7% | -28.1% | +955.8% | +893.3% |
| 5Y | +147.5% | +23.9% | +123.6% | +116.8% |
| All | +142.9% | +25.8% | +117.1% | +146.4% |
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 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