+38.7%
LBRT vs HBM
+212.3%
-173.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +5.8% | -1.8% | +1.6% |
| 7D | +6.9% | +7.4% | -0.4% | +3.9% |
| 30D | +7.8% | +5.1% | +2.7% | +5.1% |
| 3M | -25.3% | +11.1% | -36.4% | -29.6% |
| 6M | -19.6% | +30.2% | -49.8% | -31.7% |
| YTD | +17.2% | +46.2% | -29.1% | -7.3% |
| 1Y | +114.1% | +120.0% | -6.0% | +38.9% |
| 3Y | +27.0% | +527.4% | -500.4% | -53.0% |
| 5Y | +128.3% | +400.4% | -272.1% | -15.0% |
| All | +38.7% | +212.3% | -173.6% | -55.4% |
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