+42.4%
HYG vs LBRT
+34.6%
+7.8%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.9% | +5.4% | -0.2% |
| 7D | -0.7% | +2.3% | -3.1% | -0.9% |
| 30D | -0.6% | -2.9% | +2.3% | -0.5% |
| 3M | +0.4% | -26.1% | +26.6% | +1.5% |
| 6M | +1.2% | -26.2% | +27.4% | +2.1% |
| YTD | +1.5% | +13.7% | -12.2% | +0.2% |
| 1Y | +3.2% | +93.6% | -90.4% | -1.0% |
| 3Y | +25.9% | +23.2% | +2.7% | +21.9% |
| 5Y | +18.6% | +125.5% | -106.9% | +9.8% |
| All | +42.4% | +34.6% | +7.8% | +23.1% |
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