+343.8%
HPE vs LBRT
+116.2%
+227.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +18.7% |
| 6M | +167.7% | -19.6% | +187.2% | +176.2% |
| YTD | +135.5% | +17.2% | +118.3% | +122.0% |
| 1Y | +143.4% | +114.1% | +29.3% | +96.5% |
| 3Y | +249.2% | +27.0% | +222.2% | +203.9% |
| 5Y | +343.8% | +128.3% | +215.5% | +215.1% |
| All | +343.8% | +116.2% | +227.6% | +215.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling