+107.8%
ALNY vs LBRT
+33.5%
+74.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | +0.5% |
| 7D | +12.2% | +8.7% | +3.5% | +11.6% |
| 30D | +16.3% | +6.6% | +9.7% | +15.8% |
| 3M | -12.4% | -34.5% | +22.1% | -10.2% |
| 6M | -18.7% | -24.5% | +5.8% | -17.8% |
| YTD | -33.1% | +12.7% | -45.8% | -34.5% |
| 1Y | -41.3% | +94.8% | -136.2% | -45.1% |
| 3Y | +32.3% | +31.9% | +0.4% | +24.7% |
| 5Y | +34.8% | +111.8% | -77.1% | +20.0% |
| All | +107.8% | +33.5% | +74.3% | +82.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling