+33.5%
LBRT vs HBM
+195.3%
-161.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +1.9% |
| 7D | +8.7% | -6.4% | +15.1% | +11.4% |
| 30D | +6.6% | +5.9% | +0.7% | +3.5% |
| 3M | -34.5% | -8.9% | -25.6% | -33.1% |
| 6M | -24.5% | +10.7% | -35.2% | -31.5% |
| YTD | +12.7% | +38.3% | -25.5% | -8.8% |
| 1Y | +94.8% | +121.3% | -26.5% | +25.6% |
| 3Y | +31.9% | +450.6% | -418.7% | -48.4% |
| 5Y | +111.8% | +338.0% | -226.2% | -16.2% |
| All | +33.5% | +195.3% | -161.9% | -56.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling