+71.8%
HPQ vs LBRT
-22.5%
+94.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +5.4% | -8.7% | -4.3% |
| 7D | -1.1% | -29.1% | +28.0% | +4.5% |
| 30D | -11.7% | -38.4% | +26.7% | -4.6% |
| 3M | +2.0% | -40.1% | +42.0% | +10.3% |
| 6M | +35.9% | -62.9% | +98.7% | +58.7% |
| YTD | +32.7% | -34.5% | +67.2% | +37.0% |
| 1Y | +14.3% | -30.2% | +44.5% | +16.1% |
| 3Y | +17.8% | -37.5% | +55.3% | +16.6% |
| 5Y | +7.6% | +7.6% | 0.0% | -8.5% |
| All | +71.8% | -22.5% | +94.3% | +14.7% |
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