-28.8%
HAL vs LBRT
-26.4%
-2.4%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -13.7% | +10.4% | +3.6% |
| 7D | -11.1% | -34.8% | +23.7% | +8.9% |
| 30D | -2.4% | -43.6% | +41.1% | +27.5% |
| 3M | +0.8% | -41.2% | +42.0% | +27.9% |
| 6M | -22.8% | -66.1% | +43.3% | +25.4% |
| YTD | +14.5% | -37.9% | +52.4% | +30.9% |
| 1Y | +20.2% | -33.9% | +54.1% | +31.8% |
| 3Y | -15.2% | -40.9% | +25.7% | -10.3% |
| 5Y | +42.5% | +2.1% | +40.4% | +9.6% |
| All | -28.8% | -26.4% | -2.4% | -54.9% |
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