-21.5%
LBRT vs LH
+44.2%
-65.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.2% | +3.9% | -15.1% | -9.8% |
| 7D | -25.3% | +2.1% | -27.4% | -24.6% |
| 30D | -32.9% | +19.2% | -52.0% | -27.9% |
| 3M | -33.3% | +18.0% | -51.3% | -28.5% |
| 6M | -61.0% | +46.1% | -107.0% | -53.8% |
| YTD | -28.0% | +47.7% | -75.7% | -18.0% |
| 1Y | -21.5% | +47.2% | -68.7% | -8.9% |
| All | -21.5% | +44.2% | -65.7% | -8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 1y: compounded portfolio wealth divided by compounded LH 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…
1y analysis · Full analysis span regression · 6 months rolling