+132.4%
HOOD vs LBRT
+16.6%
+115.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +5.4% | -2.2% | +2.1% |
| 7D | -4.8% | -29.1% | +24.3% | +2.0% |
| 30D | -26.1% | -38.4% | +12.3% | -18.5% |
| 3M | -10.8% | -40.1% | +29.3% | -1.6% |
| 6M | +2.4% | -62.9% | +65.2% | +23.8% |
| YTD | -28.5% | -34.5% | +6.1% | -25.8% |
| 1Y | -36.3% | -30.2% | -6.1% | -35.1% |
| 3Y | +743.7% | -37.5% | +781.2% | +738.3% |
| 5Y | +118.6% | +7.6% | +111.0% | +92.7% |
| All | +132.4% | +16.6% | +115.7% | +139.7% |
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