-7.8%
HUM vs LBRT
-30.4%
+22.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.4% | +6.9% | +3.7% |
| 7D | +4.8% | -15.7% | +20.5% | +5.5% |
| 30D | +1.6% | -34.3% | +35.9% | +3.3% |
| 3M | +13.8% | -40.6% | +54.4% | +16.0% |
| 6M | +60.0% | -62.0% | +122.0% | +64.9% |
| YTD | +72.7% | -31.6% | +104.3% | +74.8% |
| 1Y | +86.1% | -25.8% | +111.9% | +88.0% |
| 3Y | -7.8% | -30.4% | +22.5% | -4.0% |
| All | -7.8% | -30.4% | +22.5% | -4.0% |
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 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