+321.6%
HPE vs LBRT
-16.4%
+338.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +3.3% | +1.6% | +4.1% |
| 7D | +0.3% | -1.9% | +2.2% | +0.9% |
| 30D | -28.6% | -32.0% | +3.5% | -22.1% |
| 3M | -7.4% | -39.7% | +32.3% | +3.7% |
| 6M | +63.7% | -61.1% | +124.8% | +99.2% |
| YTD | +111.7% | -29.4% | +141.1% | +124.2% |
| 1Y | +123.5% | -24.5% | +147.9% | +132.5% |
| 3Y | +238.7% | -28.1% | +266.8% | +239.8% |
| 5Y | +261.0% | +23.9% | +237.2% | +208.2% |
| All | +321.6% | -16.4% | +338.0% | +200.2% |
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