-23.2%
LBRT vs ALC
+2.0%
-25.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +0.3% | +7.8% | +8.2% |
| 7D | -11.9% | +2.1% | -14.0% | -10.9% |
| 30D | -31.9% | +17.2% | -49.2% | -28.8% |
| 3M | -34.9% | +4.6% | -39.5% | -32.5% |
| 6M | -60.7% | +20.1% | -80.8% | -58.7% |
| YTD | -29.2% | -4.2% | -25.0% | -26.5% |
| All | -23.2% | +2.0% | -25.2% | -19.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling