+8.3%
THC vs LBRT
-25.4%
+33.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | +1.0% |
| 7D | -0.7% | +8.7% | -9.4% | +1.6% |
| 30D | +1.3% | +6.6% | -5.3% | +3.4% |
| 3M | +64.2% | -34.5% | +98.7% | +52.5% |
| 6M | +8.3% | -24.5% | +32.8% | +4.4% |
| All | +8.3% | -25.4% | +33.7% | +4.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling