-9.7%
HAL vs LBRT
-28.3%
+18.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +8.1% | -8.0% | -2.8% |
| 7D | -7.9% | -11.9% | +4.0% | -4.2% |
| 30D | -2.1% | -31.9% | +29.9% | +11.1% |
| 3M | +0.4% | -34.9% | +35.3% | +15.1% |
| 6M | -19.2% | -60.7% | +41.4% | +10.4% |
| YTD | +14.4% | -29.2% | +43.6% | +18.8% |
| 1Y | +18.0% | -23.6% | +41.6% | +17.7% |
| 3Y | -9.7% | -26.8% | +17.1% | -14.9% |
| All | -9.7% | -28.3% | +18.6% | -14.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling