+304.5%
HUBB vs LBRT
+33.5%
+271.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | 0.0% |
| 7D | +0.5% | +8.3% | -7.7% | -0.8% |
| 30D | -10.0% | +6.1% | -16.1% | -11.0% |
| 3M | -4.8% | -34.8% | +30.0% | +1.1% |
| 6M | -5.6% | -24.8% | +19.3% | -2.7% |
| YTD | +4.7% | +12.2% | -7.6% | +0.4% |
| 1Y | +6.7% | +94.0% | -87.3% | -7.8% |
| 3Y | +45.8% | +31.3% | +14.5% | +30.9% |
| 5Y | +145.9% | +111.8% | +34.1% | +94.1% |
| All | +304.5% | +33.5% | +271.0% | +180.2% |
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