-20.6%
ALB vs LBRT
-19.0%
-1.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.4% | -0.8% | -3.4% |
| 7D | +5.3% | -15.7% | +20.9% | +8.6% |
| 30D | -6.3% | -34.3% | +28.0% | +2.1% |
| 3M | -27.4% | -40.6% | +13.2% | -19.4% |
| 6M | -53.1% | -62.0% | +8.9% | -42.8% |
| YTD | -32.3% | -31.6% | -0.7% | -29.4% |
| 1Y | -7.3% | -25.8% | +18.5% | -5.8% |
| 3Y | -14.9% | -30.4% | +15.4% | -16.3% |
| 5Y | -62.0% | +18.7% | -80.7% | -68.2% |
| All | -20.6% | -19.0% | -1.6% | -40.0% |
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