-16.2%
LBRT vs LH
+168.0%
-184.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.1% | +0.1% |
| 7D | +13.8% | +2.5% | +11.3% | +12.7% |
| 30D | -32.4% | +18.7% | -51.1% | -37.5% |
| 3M | -39.9% | +15.3% | -55.2% | -43.8% |
| 6M | -60.8% | +45.4% | -106.2% | -67.5% |
| YTD | -29.3% | +49.5% | -78.8% | -42.8% |
| 1Y | -18.9% | +41.4% | -60.3% | -32.5% |
| 3Y | -28.0% | +87.6% | -115.6% | -49.4% |
| 5Y | +26.6% | +53.8% | -27.2% | -4.1% |
| All | -16.2% | +168.0% | -184.3% | -63.7% |
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