+38.7%
LBRT vs LH
+133.8%
-95.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.6% | +4.6% | +4.2% |
| 7D | +6.9% | -0.8% | +7.8% | +7.3% |
| 30D | +7.8% | +2.0% | +5.8% | +6.6% |
| 3M | -25.3% | +24.3% | -49.5% | -33.1% |
| 6M | -19.6% | +21.1% | -40.6% | -27.7% |
| YTD | +17.2% | +30.4% | -13.3% | +0.9% |
| 1Y | +114.1% | +18.4% | +95.7% | +92.5% |
| 3Y | +27.0% | +65.5% | -38.5% | -5.8% |
| 5Y | +128.3% | +29.9% | +98.4% | +87.3% |
| All | +38.7% | +133.8% | -95.1% | -35.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling