-10.6%
HUM vs LBRT
+27.1%
-37.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.9% | -3.5% | +0.2% |
| 7D | +2.1% | +6.9% | -4.9% | +1.8% |
| 30D | +4.7% | +7.8% | -3.1% | +4.4% |
| 3M | +13.5% | -25.3% | +38.8% | +14.1% |
| 6M | +126.7% | -19.6% | +146.2% | +127.5% |
| YTD | +58.5% | +17.2% | +41.4% | +57.5% |
| 1Y | +31.7% | +114.1% | -82.3% | +29.9% |
| 3Y | -10.6% | +27.0% | -37.6% | -11.9% |
| All | -10.6% | +27.1% | -37.7% | -11.9% |
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