+275.6%
HPE vs LBRT
-22.5%
+298.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.4% | -4.0% | +0.2% |
| 7D | -18.7% | -29.1% | +10.4% | -12.2% |
| 30D | -37.9% | -38.4% | +0.5% | -30.8% |
| 3M | -14.4% | -40.1% | +25.7% | -3.9% |
| 6M | +48.2% | -62.9% | +111.1% | +82.4% |
| YTD | +88.6% | -34.5% | +123.1% | +103.2% |
| 1Y | +94.8% | -30.2% | +125.0% | +106.2% |
| 3Y | +202.7% | -37.5% | +240.2% | +212.9% |
| 5Y | +231.6% | +7.6% | +224.0% | +191.7% |
| All | +275.6% | -22.5% | +298.1% | +172.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling