+23.4%
LBRT vs ALHC
-61.4%
+84.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.9% | +3.0% | +1.2% |
| 7D | +9.2% | +0.3% | +8.9% | +9.2% |
| 30D | -27.5% | -10.6% | -17.0% | -27.2% |
| 3M | -37.9% | -45.3% | +7.4% | -36.5% |
| 6M | -60.7% | -59.7% | -1.0% | -59.5% |
| YTD | -28.5% | -62.7% | +34.2% | -26.2% |
| 1Y | -13.2% | -56.1% | +42.9% | -11.2% |
| 3Y | -28.8% | +21.3% | -50.0% | -33.1% |
| 5Y | +28.0% | -66.0% | +93.9% | +25.5% |
| All | +23.4% | -61.4% | +84.8% | +12.3% |
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