+283.6%
HUBB vs LBRT
-15.3%
+299.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.4% |
| 7D | +1.8% | +9.2% | -7.4% | +0.2% |
| 30D | -7.7% | -27.5% | +19.8% | -3.2% |
| 3M | -13.6% | -37.9% | +24.3% | -7.2% |
| 6M | -9.1% | -60.7% | +51.6% | +4.1% |
| YTD | -0.7% | -28.5% | +27.8% | +1.8% |
| 1Y | +1.1% | -13.2% | +14.3% | +0.2% |
| 3Y | +56.2% | -28.8% | +85.0% | +54.5% |
| 5Y | +126.6% | +28.0% | +98.7% | +94.5% |
| All | +283.6% | -15.3% | +299.0% | +184.4% |
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 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