-22.5%
LBRT vs HBM
+125.2%
-147.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.6% | +3.8% | +4.7% |
| 7D | -29.1% | -3.6% | -25.5% | -28.0% |
| 30D | -38.4% | -19.2% | -19.2% | -32.7% |
| 3M | -40.1% | -20.5% | -19.6% | -34.6% |
| 6M | -62.9% | -12.8% | -50.1% | -61.8% |
| YTD | -34.5% | +5.4% | -40.0% | -40.9% |
| 1Y | -30.2% | +33.0% | -63.2% | -43.3% |
| 3Y | -37.5% | +357.3% | -394.8% | -73.6% |
| 5Y | +7.6% | +210.4% | -202.8% | -50.6% |
| All | -22.5% | +125.2% | -147.7% | -71.6% |
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