+70.6%
HPQ vs LBRT
-16.2%
+86.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +8.1% | -8.8% | -2.2% |
| 7D | -0.6% | -11.9% | +11.3% | +1.1% |
| 30D | -6.5% | -31.9% | +25.5% | -0.8% |
| 3M | -5.1% | -34.9% | +29.8% | +1.1% |
| 6M | +27.3% | -60.7% | +88.0% | +47.0% |
| YTD | +31.7% | -29.2% | +60.9% | +34.0% |
| 1Y | +13.0% | -23.6% | +36.6% | +12.9% |
| 3Y | +18.3% | -26.8% | +45.1% | +13.6% |
| 5Y | +7.4% | +16.3% | -9.0% | -10.0% |
| All | +70.6% | -16.2% | +86.7% | +12.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling