+50.0%
HUM vs LBRT
-25.0%
+75.1%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -11.2% | +11.1% | +0.7% |
| 7D | +1.6% | -25.3% | +26.9% | +3.6% |
| 30D | +3.5% | -32.9% | +36.4% | +6.5% |
| 3M | +15.5% | -33.3% | +48.8% | +18.7% |
| 6M | +76.2% | -61.0% | +137.2% | +84.2% |
| YTD | +64.5% | -28.0% | +92.5% | +63.5% |
| 1Y | +50.0% | -21.5% | +71.5% | +44.4% |
| All | +50.0% | -25.0% | +75.1% | +44.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling