+163.6%
HALO vs LBRT
+22.2%
+141.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.3% | -4.5% | -1.4% |
| 7D | -22.0% | -1.9% | -20.1% | -21.9% |
| 30D | -8.5% | -32.0% | +23.6% | -6.7% |
| 3M | -0.9% | -39.7% | +38.8% | +1.5% |
| 6M | +53.1% | -61.1% | +114.2% | +61.0% |
| YTD | +51.1% | -29.4% | +80.5% | +50.2% |
| 1Y | +45.0% | -24.5% | +69.4% | +42.9% |
| 3Y | +173.0% | -28.1% | +201.1% | +163.4% |
| 5Y | +163.6% | +23.9% | +139.7% | +132.8% |
| All | +163.6% | +22.2% | +141.4% | +132.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling