+93.3%
ALNY vs LBRT
+34.6%
+58.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -5.9% | +1.8% | -3.7% |
| 7D | -6.4% | +2.3% | -8.7% | -6.6% |
| 30D | +11.9% | -2.9% | +14.8% | +12.0% |
| 3M | -15.0% | -26.1% | +11.1% | -13.7% |
| 6M | -23.2% | -26.2% | +2.9% | -22.2% |
| YTD | -37.8% | +13.7% | -51.4% | -39.1% |
| 1Y | -47.3% | +93.6% | -140.8% | -50.6% |
| 3Y | +22.9% | +23.2% | -0.3% | +16.5% |
| 5Y | +30.6% | +125.5% | -94.9% | +15.6% |
| All | +93.3% | +34.6% | +58.7% | +69.8% |
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