+109.8%
LBRT vs HBM
+349.4%
-239.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +1.8% |
| 7D | +8.7% | -6.4% | +15.1% | +10.8% |
| 30D | +6.6% | +5.9% | +0.7% | +4.2% |
| 3M | -34.5% | -8.9% | -25.6% | -33.3% |
| 6M | -24.5% | +10.7% | -35.2% | -29.5% |
| YTD | +12.7% | +38.3% | -25.5% | -4.3% |
| 1Y | +94.8% | +121.3% | -26.5% | +36.5% |
| 3Y | +31.9% | +450.6% | -418.7% | -39.6% |
| All | +109.8% | +349.4% | -239.6% | -1.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling