-15.8%
LBRT vs ALC
+30.3%
-46.1%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.4% | -2.0% | -2.7% |
| 7D | -15.7% | +2.3% | -18.0% | -17.0% |
| 30D | -34.3% | +15.5% | -49.8% | -39.6% |
| 3M | -40.6% | +0.6% | -41.2% | -41.7% |
| 6M | -62.0% | +18.4% | -80.4% | -66.0% |
| YTD | -31.6% | -5.6% | -26.1% | -32.2% |
| 1Y | -25.8% | 0.0% | -25.8% | -29.2% |
| 3Y | -30.4% | +2.8% | -33.2% | -36.2% |
| 5Y | +18.7% | -8.8% | +27.4% | +13.9% |
| All | -15.8% | +30.3% | -46.1% | -43.6% |
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