+588.3%
HWM vs LBRT
+13.8%
+574.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.4% | +4.7% | +1.9% |
| 7D | -1.8% | -15.7% | +13.9% | +1.0% |
| 30D | -2.7% | -34.3% | +31.6% | +3.9% |
| 3M | -22.7% | -40.6% | +17.9% | -16.3% |
| 6M | -18.9% | -62.0% | +43.1% | -6.0% |
| YTD | +7.1% | -31.6% | +38.7% | +8.4% |
| 1Y | +4.7% | -25.8% | +30.5% | +3.8% |
| 3Y | +345.6% | -30.4% | +376.0% | +328.1% |
| 5Y | +588.3% | +18.7% | +569.6% | +448.9% |
| All | +588.3% | +13.8% | +574.5% | +448.9% |
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 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