+13.0%
LBRT vs ALHC
-61.5%
+74.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -2.9% | +8.3% | +5.5% |
| 7D | -29.1% | +1.0% | -30.1% | -29.2% |
| 30D | -38.4% | -14.2% | -24.2% | -38.0% |
| 3M | -40.1% | -45.1% | +5.1% | -38.7% |
| 6M | -62.9% | -59.5% | -3.4% | -61.8% |
| YTD | -34.5% | -62.8% | +28.3% | -32.4% |
| 1Y | -30.2% | -55.5% | +25.3% | -28.7% |
| 3Y | -37.5% | +25.7% | -63.1% | -41.4% |
| 5Y | +7.6% | -66.8% | +74.4% | +5.7% |
| All | +13.0% | -61.5% | +74.5% | +2.9% |
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