+202.7%
HPE vs LBRT
-38.0%
+240.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.4% | -4.0% | -0.1% |
| 7D | -18.7% | -29.1% | +10.4% | -10.7% |
| 30D | -37.9% | -38.4% | +0.5% | -29.2% |
| 3M | -14.4% | -40.1% | +25.7% | -1.7% |
| 6M | +48.2% | -62.9% | +111.1% | +88.4% |
| YTD | +88.6% | -34.5% | +123.1% | +106.3% |
| 1Y | +94.8% | -30.2% | +125.0% | +108.8% |
| 3Y | +202.7% | -37.5% | +240.2% | +212.5% |
| All | +202.7% | -38.0% | +240.7% | +212.5% |
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