+86.4%
HPQ vs LBRT
+38.7%
+47.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.9% | -8.4% | -5.2% |
| 7D | -0.5% | +6.9% | -7.4% | -1.7% |
| 30D | +3.7% | +7.8% | -4.1% | +2.0% |
| 3M | +24.3% | -25.3% | +49.6% | +29.6% |
| 6M | +64.8% | -19.6% | +84.3% | +67.9% |
| YTD | +43.9% | +17.2% | +26.7% | +35.2% |
| 1Y | +11.7% | +114.1% | -102.4% | -8.5% |
| 3Y | +19.7% | +27.0% | -7.3% | +4.8% |
| 5Y | +32.2% | +128.3% | -96.1% | -1.6% |
| All | +86.4% | +38.7% | +47.7% | +13.2% |
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