+299.4%
HUBB vs LBRT
+43.0%
+256.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.1% | -5.2% | -2.6% |
| 7D | +1.1% | +10.2% | -9.1% | -0.5% |
| 30D | -9.6% | +4.9% | -14.5% | -10.4% |
| 3M | -6.2% | -21.2% | +15.0% | -3.4% |
| 6M | -6.2% | -19.9% | +13.8% | -4.3% |
| YTD | +3.4% | +20.8% | -17.4% | -2.1% |
| 1Y | +5.3% | +123.5% | -118.2% | -11.2% |
| 3Y | +44.4% | +30.9% | +13.4% | +29.8% |
| 5Y | +152.4% | +136.3% | +16.1% | +95.5% |
| All | +299.4% | +43.0% | +256.4% | +173.5% |
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