+172.4%
HUBS vs LBRT
+33.5%
+138.9%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.5% | -4.4% | -3.1% |
| 7D | -5.0% | +8.7% | -13.8% | -5.9% |
| 30D | -1.0% | +6.6% | -7.6% | -2.1% |
| 3M | +12.4% | -34.5% | +46.8% | +17.1% |
| 6M | -11.1% | -24.5% | +13.4% | -9.8% |
| YTD | -38.3% | +12.7% | -51.0% | -41.0% |
| 1Y | -46.7% | +94.8% | -141.5% | -53.2% |
| 3Y | -55.1% | +31.9% | -87.0% | -59.5% |
| 5Y | -64.8% | +111.8% | -176.7% | -71.1% |
| All | +172.4% | +33.5% | +138.9% | +83.1% |
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