-29.0%
HAL vs LBRT
-22.5%
-6.5%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.4% | -5.6% | -3.0% |
| 7D | -12.0% | -29.1% | +17.2% | +3.3% |
| 30D | +0.3% | -38.4% | +38.7% | +25.2% |
| 3M | -1.6% | -40.1% | +38.4% | +23.6% |
| 6M | -20.5% | -62.9% | +42.4% | +23.3% |
| YTD | +14.2% | -34.5% | +48.7% | +27.1% |
| 1Y | +18.9% | -30.2% | +49.1% | +26.7% |
| 3Y | -13.7% | -37.5% | +23.7% | -11.5% |
| 5Y | +42.2% | +7.6% | +34.6% | +6.3% |
| All | -29.0% | -22.5% | -6.5% | -56.2% |
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