-17.0%
ALB vs LBRT
-22.5%
+5.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.4% | -4.5% | -0.3% |
| 7D | +9.1% | -29.1% | +38.2% | +17.0% |
| 30D | -3.4% | -38.4% | +35.0% | +6.9% |
| 3M | -20.6% | -40.1% | +19.5% | -12.0% |
| 6M | -48.2% | -62.9% | +14.7% | -36.5% |
| YTD | -29.2% | -34.5% | +5.3% | -25.4% |
| 1Y | +10.0% | -30.2% | +40.2% | +13.5% |
| 3Y | -12.9% | -37.5% | +24.6% | -12.1% |
| 5Y | -61.3% | +7.6% | -68.9% | -66.8% |
| All | -17.0% | -22.5% | +5.4% | -36.6% |
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