+1,617.8%
THC vs LBRT
+33.5%
+1,584.3%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.3% |
| 7D | -0.7% | +8.3% | -8.9% | -2.6% |
| 30D | +1.3% | +6.1% | -4.9% | -0.6% |
| 3M | +64.2% | -34.8% | +99.0% | +78.6% |
| 6M | +8.3% | -24.8% | +33.1% | +11.6% |
| YTD | +33.4% | +12.2% | +21.2% | +21.7% |
| 1Y | +37.7% | +94.0% | -56.3% | +4.6% |
| 3Y | +236.8% | +31.3% | +205.5% | +165.1% |
| 5Y | +249.3% | +111.8% | +137.4% | +111.4% |
| All | +1,617.8% | +33.5% | +1,584.3% | +691.2% |
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