+37.2%
ALNY vs LBRT
+131.3%
-94.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.9% | -6.2% | -2.4% |
| 7D | +5.7% | +6.9% | -1.3% | +5.4% |
| 30D | +18.7% | +7.8% | +10.9% | +18.3% |
| 3M | -11.0% | -25.3% | +14.3% | -9.8% |
| 6M | -18.9% | -19.6% | +0.7% | -18.4% |
| YTD | -34.6% | +17.2% | -51.7% | -35.7% |
| 1Y | -42.8% | +114.1% | -156.9% | -45.9% |
| 3Y | +29.1% | +27.0% | +2.1% | +23.2% |
| All | +37.2% | +131.3% | -94.1% | +36.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling