+248.5%
ALAB vs LBRT
-36.6%
+285.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.4% | +3.1% | +1.1% |
| 7D | -7.5% | -15.7% | +8.2% | -0.4% |
| 30D | -36.8% | -34.3% | -2.6% | -25.2% |
| 3M | -31.9% | -40.6% | +8.8% | -16.5% |
| 6M | +8.2% | -62.0% | +70.2% | +51.6% |
| YTD | +29.9% | -31.6% | +61.6% | +47.7% |
| 1Y | +24.4% | -25.8% | +50.2% | +38.0% |
| All | +248.5% | -36.6% | +285.1% | +333.0% |
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