-19.0%
LBRT vs HBM
+136.4%
-155.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.7% | +0.3% | -1.9% |
| 7D | -15.7% | +2.4% | -18.0% | -16.3% |
| 30D | -34.3% | -16.0% | -18.3% | -29.3% |
| 3M | -40.6% | -21.3% | -19.3% | -34.9% |
| 6M | -62.0% | -12.2% | -49.8% | -60.9% |
| YTD | -31.6% | +10.7% | -42.3% | -39.4% |
| 1Y | -25.8% | +30.3% | -56.1% | -39.0% |
| 3Y | -30.4% | +432.2% | -462.6% | -72.5% |
| 5Y | +18.7% | +218.8% | -200.1% | -45.9% |
| All | -19.0% | +136.4% | -155.4% | -70.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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