-13.2%
LBRT vs ALC
-6.0%
-7.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.2% | -2.1% | +2.2% |
| 7D | +9.2% | -1.1% | +10.3% | +8.8% |
| 30D | -27.5% | +16.0% | -43.6% | -24.5% |
| 3M | -37.9% | +0.8% | -38.7% | -36.0% |
| 6M | -60.7% | +16.8% | -77.5% | -59.0% |
| YTD | -28.5% | -5.5% | -23.0% | -25.7% |
| 1Y | -13.2% | -5.3% | -8.0% | -9.8% |
| All | -13.2% | -6.0% | -7.2% | -9.8% |
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