-91.6%
HTZ vs LBRT
-4.3%
-87.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -11.2% | +20.4% | +11.5% |
| 7D | +18.9% | -25.3% | +44.3% | +25.6% |
| 30D | +26.3% | -32.9% | +59.1% | +36.2% |
| 3M | +49.7% | -33.3% | +83.0% | +61.1% |
| 6M | -61.1% | -61.0% | -0.1% | -53.4% |
| YTD | -56.0% | -28.0% | -28.0% | -55.7% |
| 1Y | -66.4% | -21.5% | -44.9% | -67.1% |
| 3Y | -75.8% | -31.5% | -44.3% | -76.9% |
| 5Y | -93.1% | +12.3% | -105.4% | -94.5% |
| All | -91.6% | -4.3% | -87.3% | -93.6% |
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