-37.5%
LBRT vs LH
+80.4%
-117.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.9% | +4.5% | +5.3% |
| 7D | -29.1% | +1.4% | -30.6% | -29.2% |
| 30D | -38.4% | +17.5% | -55.9% | -39.6% |
| 3M | -40.1% | +16.1% | -56.1% | -41.2% |
| 6M | -62.9% | +43.4% | -106.3% | -65.1% |
| YTD | -34.5% | +47.2% | -81.7% | -39.8% |
| 1Y | -30.2% | +50.1% | -80.3% | -36.3% |
| 3Y | -37.5% | +81.2% | -118.6% | -52.7% |
| All | -37.5% | +80.4% | -117.8% | -52.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling