-29.7%
LBRT vs ALC
+2.0%
-31.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.2% | +5.4% | +3.7% |
| 7D | -1.9% | -6.3% | +4.4% | -0.8% |
| 30D | -32.0% | +12.6% | -44.6% | -34.4% |
| 3M | -39.7% | -3.8% | -35.8% | -39.1% |
| 6M | -61.1% | +16.8% | -77.9% | -63.3% |
| YTD | -29.4% | -7.6% | -21.8% | -28.3% |
| 1Y | -24.5% | -5.9% | -18.6% | -24.2% |
| All | -29.7% | +2.0% | -31.7% | -29.2% |
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