+335.2%
HPE vs LBRT
+33.5%
+301.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.5% | -6.0% | -4.8% |
| 7D | -0.6% | +8.7% | -9.3% | -2.4% |
| 30D | -2.3% | +6.6% | -8.9% | -3.8% |
| 3M | -2.9% | -34.5% | +31.6% | +5.1% |
| 6M | +143.6% | -24.5% | +168.1% | +154.3% |
| YTD | +118.5% | +12.7% | +105.8% | +108.1% |
| 1Y | +129.2% | +94.8% | +34.4% | +90.9% |
| 3Y | +212.5% | +31.9% | +180.7% | +173.0% |
| 5Y | +286.9% | +111.8% | +175.1% | +190.6% |
| All | +335.2% | +33.5% | +301.7% | +178.6% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling