+22.1%
LBRT vs ALHC
-60.6%
+82.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.6% | +0.3% |
| 7D | +13.8% | -0.8% | +14.6% | +13.8% |
| 30D | -32.4% | -9.6% | -22.8% | -32.1% |
| 3M | -39.9% | -44.5% | +4.6% | -38.6% |
| 6M | -60.8% | -59.2% | -1.6% | -59.6% |
| YTD | -29.3% | -62.0% | +32.8% | -27.0% |
| 1Y | -18.9% | -54.8% | +35.9% | -17.1% |
| 3Y | -28.0% | +25.0% | -53.0% | -32.4% |
| 5Y | +26.6% | -65.3% | +91.9% | +24.1% |
| All | +22.1% | -60.6% | +82.7% | +11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 10y: compounded portfolio wealth divided by compounded ALHC 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…
10y analysis · Full analysis span regression · 6 months rolling