+1,756.5%
THC vs LBRT
-26.4%
+1,782.9%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -13.7% | +11.7% | +1.4% |
| 7D | +5.9% | -34.8% | +40.7% | +16.5% |
| 30D | +10.8% | -43.6% | +54.4% | +25.8% |
| 3M | +9.4% | -41.2% | +50.7% | +22.3% |
| 6M | +53.3% | -66.1% | +119.3% | +92.2% |
| YTD | +44.2% | -37.9% | +82.0% | +49.7% |
| 1Y | +37.3% | -33.9% | +71.2% | +39.5% |
| 3Y | +421.6% | -40.9% | +462.5% | +401.3% |
| 5Y | +279.8% | +2.1% | +277.7% | +180.4% |
| All | +1,756.5% | -26.4% | +1,782.9% | +874.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling