-12.8%
LBRT vs ALC
+32.2%
-45.0%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +0.3% | +7.8% | +8.0% |
| 7D | -11.9% | +2.1% | -14.0% | -13.2% |
| 30D | -31.9% | +17.2% | -49.2% | -37.9% |
| 3M | -34.9% | +4.6% | -39.5% | -37.3% |
| 6M | -60.7% | +20.1% | -80.8% | -65.1% |
| YTD | -29.2% | -4.2% | -25.0% | -30.3% |
| 1Y | -23.6% | +2.1% | -25.7% | -27.8% |
| 3Y | -26.8% | +4.5% | -31.3% | -33.5% |
| 5Y | +16.3% | -12.3% | +28.7% | +15.8% |
| All | -12.8% | +32.2% | -45.0% | -42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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