-26.9%
HAL vs LBRT
-16.2%
-10.7%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | +2.6% | +13.8% | -11.2% | -4.2% |
| 30D | -0.1% | -32.4% | +32.3% | +18.8% |
| 3M | -1.1% | -39.9% | +38.8% | +23.7% |
| 6M | -20.7% | -60.8% | +40.1% | +19.4% |
| YTD | +17.5% | -29.3% | +46.8% | +25.4% |
| 1Y | +24.1% | -18.9% | +43.0% | +22.1% |
| 3Y | -8.4% | -28.0% | +19.6% | -12.9% |
| 5Y | +53.2% | +26.6% | +26.7% | +5.2% |
| All | -26.9% | -16.2% | -10.7% | -56.8% |
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