-12.9%
ALB vs LBRT
-38.0%
+25.1%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.4% | -4.5% | -0.3% |
| 7D | +9.1% | -29.1% | +38.2% | +16.8% |
| 30D | -3.4% | -38.4% | +35.0% | +6.7% |
| 3M | -20.6% | -40.1% | +19.5% | -12.2% |
| 6M | -48.2% | -62.9% | +14.7% | -36.1% |
| YTD | -29.2% | -34.5% | +5.3% | -26.5% |
| 1Y | +10.0% | -30.2% | +40.2% | +11.4% |
| 3Y | -12.9% | -37.5% | +24.6% | -12.1% |
| All | -12.9% | -38.0% | +25.1% | -12.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling