+1,049.0%
HWM vs LBRT
+33.5%
+1,015.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.7% |
| 7D | -2.1% | +8.3% | -10.4% | -4.1% |
| 30D | -11.0% | +6.1% | -17.1% | -12.5% |
| 3M | +4.0% | -34.8% | +38.8% | +13.6% |
| 6M | -0.2% | -24.8% | +24.6% | +3.6% |
| YTD | +26.7% | +12.2% | +14.4% | +17.2% |
| 1Y | +44.7% | +94.0% | -49.3% | +12.8% |
| 3Y | +426.1% | +31.3% | +394.8% | +331.7% |
| 5Y | +738.5% | +111.8% | +626.7% | +453.2% |
| All | +1,049.0% | +33.5% | +1,015.6% | +507.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling