-37.5%
LBRT vs HRB
+36.2%
-73.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -4.2% | +9.6% | +5.1% |
| 7D | -29.1% | +2.7% | -31.8% | -29.0% |
| 30D | -38.4% | +22.1% | -60.5% | -38.1% |
| 3M | -40.1% | +15.7% | -55.8% | -39.9% |
| 6M | -62.9% | +83.3% | -146.2% | -64.3% |
| YTD | -34.5% | +25.0% | -59.5% | -33.5% |
| 1Y | -30.2% | +6.9% | -37.2% | -27.2% |
| 3Y | -37.5% | +39.0% | -76.5% | -40.2% |
| All | -37.5% | +36.2% | -73.7% | -40.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling