-17.3%
HAL vs LBRT
+33.5%
-50.8%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -1.3% |
| 7D | +2.9% | +8.7% | -5.8% | -1.4% |
| 30D | +17.0% | +6.6% | +10.4% | +12.8% |
| 3M | -9.7% | -34.5% | +24.8% | +8.2% |
| 6M | +8.6% | -24.5% | +33.1% | +19.1% |
| YTD | +33.0% | +12.7% | +20.3% | +15.5% |
| 1Y | +68.3% | +94.8% | -26.5% | +3.7% |
| 3Y | +0.1% | +31.9% | -31.8% | -28.5% |
| 5Y | +102.6% | +111.8% | -9.2% | +9.0% |
| All | -17.3% | +33.5% | -50.8% | -60.2% |
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