-19.0%
LBRT vs HRB
+176.6%
-195.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.4% | -3.4% |
| 7D | -15.7% | -4.0% | -11.6% | -14.8% |
| 30D | -34.3% | +15.8% | -50.0% | -38.9% |
| 3M | -40.6% | +12.0% | -52.7% | -45.0% |
| 6M | -62.0% | +40.7% | -102.7% | -68.7% |
| YTD | -31.6% | +21.0% | -52.6% | -41.1% |
| 1Y | -25.8% | +11.7% | -37.4% | -33.6% |
| 3Y | -30.4% | +25.0% | -55.3% | -44.4% |
| 5Y | +18.7% | +141.0% | -122.4% | -40.2% |
| All | -19.0% | +176.6% | -195.7% | -68.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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