+62.5%
HUM vs LBRT
+43.0%
+19.5%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.1% | -3.8% | -1.0% |
| 7D | -0.2% | +10.2% | -10.4% | -1.1% |
| 30D | +3.7% | +4.9% | -1.2% | +3.2% |
| 3M | +10.4% | -21.2% | +31.6% | +12.1% |
| 6M | +125.7% | -19.9% | +145.7% | +128.3% |
| YTD | +57.3% | +20.8% | +36.6% | +53.0% |
| 1Y | +48.6% | +123.5% | -74.9% | +36.4% |
| 3Y | -11.3% | +30.9% | -42.2% | -16.9% |
| 5Y | +0.8% | +136.3% | -135.5% | -14.0% |
| All | +62.5% | +43.0% | +19.5% | +22.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling