+114.1%
LBRT vs LH
+17.9%
+96.2%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.6% | +4.6% | +3.6% |
| 7D | +6.9% | -0.8% | +7.8% | +6.5% |
| 30D | +7.8% | +2.0% | +5.8% | +8.9% |
| 3M | -25.3% | +24.3% | -49.5% | -17.1% |
| 6M | -19.6% | +21.1% | -40.6% | -10.8% |
| YTD | +17.2% | +30.4% | -13.3% | +29.9% |
| 1Y | +114.1% | +18.4% | +95.7% | +146.7% |
| All | +114.1% | +17.9% | +96.2% | +146.7% |
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 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