-66.7%
HUBS vs LBRT
+117.3%
-184.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -5.9% | +3.0% | -2.3% |
| 7D | -12.4% | +2.3% | -14.7% | -12.6% |
| 30D | +1.4% | -2.9% | +4.3% | +1.4% |
| 3M | +16.0% | -26.1% | +42.1% | +18.9% |
| 6M | -17.0% | -26.2% | +9.2% | -15.6% |
| YTD | -44.3% | +13.7% | -57.9% | -47.1% |
| 1Y | -54.3% | +93.6% | -147.9% | -60.4% |
| 3Y | -58.4% | +23.2% | -81.6% | -62.7% |
| 5Y | -66.7% | +125.5% | -192.2% | -70.0% |
| All | -66.7% | +117.3% | -184.0% | -70.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling