+33.5%
LBRT vs LH
+135.3%
-101.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +2.9% | +2.1% |
| 7D | +8.7% | -2.5% | +11.2% | +9.9% |
| 30D | +6.6% | +4.3% | +2.3% | +4.4% |
| 3M | -34.5% | +25.5% | -60.0% | -41.7% |
| 6M | -24.5% | +17.0% | -41.5% | -31.0% |
| YTD | +12.7% | +31.3% | -18.5% | -3.2% |
| 1Y | +94.8% | +20.0% | +74.9% | +74.0% |
| 3Y | +31.9% | +63.9% | -32.0% | -1.7% |
| 5Y | +111.8% | +30.9% | +81.0% | +73.1% |
| All | +33.5% | +135.3% | -101.8% | -38.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling