+435.3%
HALO vs LBRT
+43.0%
+392.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.1% | -3.9% | -1.2% |
| 7D | -2.1% | +10.2% | -12.3% | -3.0% |
| 30D | +4.6% | +4.9% | -0.2% | +4.0% |
| 3M | +50.2% | -21.2% | +71.5% | +52.7% |
| 6M | +57.6% | -19.9% | +77.6% | +59.1% |
| YTD | +59.6% | +20.8% | +38.8% | +53.4% |
| 1Y | +41.2% | +123.5% | -82.4% | +25.0% |
| 3Y | +178.9% | +30.9% | +147.9% | +155.8% |
| 5Y | +160.1% | +136.3% | +23.8% | +113.6% |
| All | +435.3% | +43.0% | +392.3% | +328.7% |
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