+124.2%
LHX vs LBRT
-16.4%
+140.5%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.3% | -3.1% | -0.1% |
| 7D | +6.5% | -1.9% | +8.4% | +6.5% |
| 30D | +16.1% | -32.0% | +48.1% | +19.9% |
| 3M | -2.8% | -39.7% | +36.8% | +1.3% |
| 6M | -7.7% | -61.1% | +53.4% | -0.2% |
| YTD | -4.6% | -29.4% | +24.8% | -3.7% |
| 1Y | -6.8% | -24.5% | +17.7% | -6.7% |
| 3Y | +60.8% | -28.1% | +88.9% | +57.1% |
| 5Y | +39.5% | +23.9% | +15.7% | +26.0% |
| All | +124.2% | -16.4% | +140.5% | +87.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT 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 LBRT 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