-49.7%
HUBS vs LBRT
-27.1%
-22.6%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.6% |
| 7D | +8.3% | +9.2% | -0.9% | +7.8% |
| 30D | -4.0% | -27.5% | +23.6% | -2.7% |
| 3M | -9.7% | -37.9% | +28.2% | -8.0% |
| 6M | +21.4% | -60.7% | +82.1% | +29.3% |
| YTD | -45.9% | -28.5% | -17.4% | -48.1% |
| 1Y | -44.4% | -13.2% | -31.2% | -48.8% |
| 3Y | -49.7% | -28.8% | -20.9% | -53.9% |
| All | -49.7% | -27.1% | -22.6% | -53.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling