+879.3%
HWM vs LBRT
-15.3%
+894.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.3% |
| 7D | +7.3% | +9.2% | -1.9% | +4.9% |
| 30D | +1.6% | -27.5% | +29.1% | +9.0% |
| 3M | -21.9% | -37.9% | +16.0% | -13.3% |
| 6M | -19.0% | -60.7% | +41.7% | -1.1% |
| YTD | +7.9% | -28.5% | +36.4% | +10.3% |
| 1Y | +9.9% | -13.2% | +23.2% | +6.3% |
| 3Y | +342.1% | -28.8% | +370.9% | +321.8% |
| 5Y | +600.8% | +28.0% | +572.8% | +425.0% |
| All | +879.3% | -15.3% | +894.6% | +472.9% |
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 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