+103.0%
LHX vs LBRT
+43.0%
+60.0%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.1% | -5.2% | -2.4% |
| 7D | -3.7% | +10.2% | -13.9% | -4.6% |
| 30D | -13.2% | +4.9% | -18.0% | -13.6% |
| 3M | -18.4% | -21.2% | +2.9% | -17.0% |
| 6M | -32.0% | -19.9% | -12.0% | -31.3% |
| YTD | -13.6% | +20.8% | -34.4% | -16.7% |
| 1Y | -6.0% | +123.5% | -129.5% | -15.7% |
| 3Y | +57.9% | +30.9% | +27.0% | +46.2% |
| 5Y | +19.2% | +136.3% | -117.1% | +1.3% |
| All | +103.0% | +43.0% | +60.0% | +62.1% |
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