+326.1%
HWM vs LBRT
-38.0%
+364.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.4% | -2.9% | +1.7% |
| 7D | +3.4% | -29.1% | +32.5% | +8.1% |
| 30D | -7.5% | -38.4% | +30.8% | -1.5% |
| 3M | -28.9% | -40.1% | +11.2% | -24.2% |
| 6M | -19.6% | -62.9% | +43.3% | -8.8% |
| YTD | +0.6% | -34.5% | +35.1% | +0.9% |
| 1Y | +0.3% | -30.2% | +30.5% | -1.0% |
| 3Y | +326.1% | -37.5% | +363.6% | +333.6% |
| All | +326.1% | -38.0% | +364.1% | +333.6% |
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