+368.9%
HPE vs LBRT
+38.7%
+330.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +3.9% | +3.8% | +6.9% |
| 7D | +10.1% | +6.9% | +3.2% | +8.6% |
| 30D | +5.3% | +7.8% | -2.5% | +3.5% |
| 3M | +12.7% | -25.3% | +37.9% | +18.5% |
| 6M | +167.7% | -19.6% | +187.2% | +175.9% |
| YTD | +135.5% | +17.2% | +118.3% | +122.5% |
| 1Y | +143.4% | +114.1% | +29.3% | +98.8% |
| 3Y | +249.2% | +27.0% | +222.2% | +207.7% |
| 5Y | +343.8% | +128.3% | +215.5% | +228.3% |
| All | +368.9% | +38.7% | +330.2% | +197.9% |
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