+95.2%
HPQ vs LBRT
+33.5%
+61.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.0% | +1.2% | +2.0% |
| 7D | +6.9% | +8.3% | -1.3% | +5.4% |
| 30D | +14.4% | +6.1% | +8.3% | +12.8% |
| 3M | +25.6% | -34.8% | +60.4% | +34.3% |
| 6M | +75.0% | -24.8% | +99.9% | +80.7% |
| YTD | +50.7% | +12.2% | +38.5% | +42.8% |
| 1Y | +18.7% | +94.0% | -75.3% | -0.9% |
| 3Y | +21.5% | +31.3% | -9.8% | +5.6% |
| 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 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