+536.9%
HWM vs LBRT
+6.0%
+531.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.4% | -2.9% | +1.5% |
| 7D | +3.3% | -29.1% | +32.5% | +9.1% |
| 30D | -7.6% | -38.4% | +30.8% | -0.2% |
| 3M | -28.9% | -40.1% | +11.1% | -23.1% |
| 6M | -19.7% | -62.9% | +43.2% | -6.5% |
| YTD | +0.5% | -34.5% | +35.1% | +2.6% |
| 1Y | +0.3% | -30.2% | +30.5% | +0.6% |
| 3Y | +325.8% | -37.5% | +363.3% | +318.1% |
| All | +536.9% | +6.0% | +531.0% | +424.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling