-62.9%
LBRT vs LH
+43.3%
-106.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.9% | +4.5% | +5.7% |
| 7D | -29.1% | +1.4% | -30.6% | -28.5% |
| 30D | -38.4% | +17.5% | -55.9% | -32.1% |
| 3M | -40.1% | +16.1% | -56.1% | -34.3% |
| 6M | -62.9% | +43.4% | -106.3% | -46.3% |
| All | -62.9% | +43.3% | -106.2% | -46.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling