+95.2%
HPQ vs LBRT
+33.5%
+61.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.5% | +0.7% | +2.0% |
| 7D | +6.9% | +8.7% | -1.8% | +5.3% |
| 30D | +14.4% | +6.6% | +7.8% | +12.8% |
| 3M | +25.6% | -34.5% | +60.1% | +34.2% |
| 6M | +75.0% | -24.5% | +99.5% | +80.5% |
| YTD | +50.7% | +12.7% | +38.0% | +42.7% |
| 1Y | +18.7% | +94.8% | -76.2% | -1.0% |
| 3Y | +21.5% | +31.9% | -10.3% | +5.5% |
| 5Y | +31.6% | +111.8% | -80.3% | -0.7% |
| All | +95.2% | +33.5% | +61.7% | +19.4% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling