-13.2%
LBRT vs HBM
+25.3%
-38.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.3% |
| 7D | +9.2% | +2.2% | +6.9% | +8.8% |
| 30D | -27.5% | -11.8% | -15.7% | -25.7% |
| 3M | -37.9% | -19.2% | -18.7% | -35.6% |
| 6M | -60.7% | -22.9% | -37.8% | -59.1% |
| YTD | -28.5% | +7.8% | -36.3% | -27.0% |
| 1Y | -13.2% | +34.9% | -48.1% | -18.0% |
| All | -13.2% | +25.3% | -38.5% | -18.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling