+1,736.2%
THC vs LBRT
-22.5%
+1,758.7%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.4% | -6.5% | -2.4% |
| 7D | +3.7% | -29.1% | +32.8% | +11.7% |
| 30D | +9.0% | -38.4% | +47.4% | +21.1% |
| 3M | +10.4% | -40.1% | +50.5% | +22.7% |
| 6M | +45.7% | -62.9% | +108.6% | +78.6% |
| YTD | +42.6% | -34.5% | +77.1% | +46.1% |
| 1Y | +38.8% | -30.2% | +69.0% | +39.0% |
| 3Y | +418.8% | -37.5% | +456.3% | +391.5% |
| 5Y | +275.7% | +7.6% | +268.1% | +173.6% |
| All | +1,736.2% | -22.5% | +1,758.7% | +851.5% |
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