+43.0%
LBRT vs HRB
+144.9%
-101.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.6% | +4.7% | +3.7% |
| 7D | +10.2% | -10.6% | +20.8% | +14.9% |
| 30D | +4.9% | -0.8% | +5.7% | +3.7% |
| 3M | -21.2% | +19.1% | -40.3% | -29.0% |
| 6M | -19.9% | +48.7% | -68.6% | -36.5% |
| YTD | +20.8% | +7.1% | +13.7% | +11.0% |
| 1Y | +123.5% | -8.3% | +131.9% | +120.9% |
| 3Y | +30.9% | +25.8% | +5.1% | +3.4% |
| 5Y | +136.3% | +111.1% | +25.2% | +28.0% |
| All | +43.0% | +144.9% | -101.9% | -41.0% |
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