+812.1%
HWM vs LBRT
-22.5%
+834.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.4% | -2.9% | +1.1% |
| 7D | +3.3% | -29.1% | +32.5% | +11.7% |
| 30D | -7.6% | -38.4% | +30.8% | +3.2% |
| 3M | -28.9% | -40.1% | +11.1% | -20.5% |
| 6M | -19.7% | -62.9% | +43.2% | -0.6% |
| YTD | +0.5% | -34.5% | +35.1% | +5.1% |
| 1Y | +0.3% | -30.2% | +30.5% | +2.5% |
| 3Y | +325.8% | -37.5% | +363.3% | +320.0% |
| 5Y | +524.7% | +7.6% | +517.1% | +390.6% |
| All | +812.1% | -22.5% | +834.6% | +445.5% |
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