+250.7%
HOOD vs LBRT
+100.8%
+149.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.5% | -3.6% | -2.4% |
| 7D | +17.1% | +8.7% | +8.4% | +15.1% |
| 30D | +31.6% | +6.6% | +25.0% | +29.5% |
| 3M | +38.2% | -34.5% | +72.7% | +49.6% |
| 6M | +48.5% | -24.5% | +73.0% | +53.7% |
| YTD | +8.0% | +12.7% | -4.8% | +0.7% |
| 1Y | +18.7% | +94.8% | -76.2% | -5.0% |
| 3Y | +999.1% | +31.9% | +967.2% | +841.4% |
| 5Y | +181.7% | +111.8% | +69.9% | +162.3% |
| All | +250.7% | +100.8% | +149.9% | +224.9% |
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