+19.0%
HYG vs LBRT
+138.4%
-119.5%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.1% | -3.3% | -0.3% |
| 7D | -0.2% | +10.2% | -10.3% | -0.5% |
| 30D | -0.1% | +4.9% | -4.9% | -0.3% |
| 3M | +0.7% | -21.2% | +21.9% | +1.3% |
| 6M | +1.5% | -19.9% | +21.5% | +1.9% |
| YTD | +1.9% | +20.8% | -18.8% | +0.6% |
| 1Y | +3.7% | +123.5% | -119.8% | -0.5% |
| 3Y | +26.5% | +30.9% | -4.5% | +22.6% |
| 5Y | +19.0% | +136.3% | -117.3% | +12.5% |
| All | +19.0% | +138.4% | -119.5% | +12.5% |
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