-37.5%
LBRT vs ALC
+2.3%
-39.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -2.1% | +7.5% | +5.7% |
| 7D | -29.1% | +4.9% | -34.0% | -30.0% |
| 30D | -38.4% | +19.0% | -57.3% | -41.2% |
| 3M | -40.1% | +7.8% | -47.8% | -41.3% |
| 6M | -62.9% | +14.6% | -77.5% | -64.6% |
| YTD | -34.5% | -4.4% | -30.1% | -33.9% |
| 1Y | -30.2% | +1.4% | -31.6% | -31.8% |
| 3Y | -37.5% | +2.5% | -40.0% | -36.8% |
| All | -37.5% | +2.3% | -39.7% | -36.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling