+1,781.2%
THC vs LBRT
-19.0%
+1,800.2%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.4% | +3.8% | +1.3% |
| 7D | +8.8% | -15.7% | +24.5% | +12.5% |
| 30D | +10.0% | -34.3% | +44.3% | +20.2% |
| 3M | +11.7% | -40.6% | +52.3% | +24.5% |
| 6M | +52.5% | -62.0% | +114.5% | +85.9% |
| YTD | +46.1% | -31.6% | +77.7% | +48.0% |
| 1Y | +49.1% | -25.8% | +74.9% | +46.9% |
| 3Y | +439.6% | -30.4% | +470.0% | +395.7% |
| 5Y | +263.2% | +18.7% | +244.5% | +156.9% |
| All | +1,781.2% | -19.0% | +1,800.2% | +863.8% |
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