+224.7%
HPE vs LBRT
-27.1%
+251.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.1% | -4.8% | -4.0% |
| 7D | +7.9% | +9.2% | -1.3% | +5.2% |
| 30D | -23.5% | -27.5% | +4.0% | -16.6% |
| 3M | -19.1% | -37.9% | +18.8% | -8.2% |
| 6M | +51.4% | -60.7% | +112.1% | +88.9% |
| YTD | +103.4% | -28.5% | +131.9% | +117.0% |
| 1Y | +114.4% | -13.2% | +127.6% | +117.3% |
| 3Y | +224.7% | -28.8% | +253.4% | +221.2% |
| All | +224.7% | -27.1% | +251.7% | +221.2% |
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 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