+23.9%
LBRT vs ALC
-10.6%
+34.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.2% | +5.4% | +3.8% |
| 7D | -1.9% | -6.3% | +4.4% | -0.3% |
| 30D | -32.0% | +12.6% | -44.6% | -34.9% |
| 3M | -39.7% | -3.8% | -35.8% | -39.3% |
| 6M | -61.1% | +16.8% | -77.9% | -63.6% |
| YTD | -29.4% | -7.6% | -21.8% | -28.8% |
| 1Y | -24.5% | -5.9% | -18.6% | -24.6% |
| 3Y | -28.1% | +0.6% | -28.7% | -29.7% |
| 5Y | +23.9% | -9.5% | +33.3% | +20.9% |
| All | +23.9% | -10.6% | +34.5% | +20.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling