+215.5%
HPE vs LBRT
+26.0%
+189.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.5% | -6.0% | -4.8% |
| 7D | -0.6% | +8.7% | -9.3% | -2.5% |
| 30D | -2.3% | +6.6% | -8.9% | -3.8% |
| 3M | -2.9% | -34.5% | +31.6% | +5.8% |
| 6M | +143.6% | -24.5% | +168.1% | +155.3% |
| YTD | +118.5% | +12.7% | +105.8% | +106.7% |
| 1Y | +129.2% | +94.8% | +34.4% | +84.8% |
| All | +215.5% | +26.0% | +189.5% | +173.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling