-14.1%
ALB vs LBRT
-27.1%
+12.9%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -1.6% |
| 7D | -5.8% | +9.2% | -15.0% | -7.6% |
| 30D | -4.5% | -27.5% | +23.0% | +1.7% |
| 3M | -28.1% | -37.9% | +9.8% | -20.9% |
| 6M | -53.2% | -60.7% | +7.5% | -42.9% |
| YTD | -33.3% | -28.5% | -4.8% | -32.1% |
| 1Y | -17.4% | -13.2% | -4.2% | -20.8% |
| 3Y | -14.1% | -28.8% | +14.6% | -17.1% |
| All | -14.1% | -27.1% | +12.9% | -17.1% |
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