-28.8%
LBRT vs ALHC
+22.7%
-51.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.9% | +3.0% | +1.1% |
| 7D | +9.2% | +0.3% | +8.9% | +9.2% |
| 30D | -27.5% | -10.6% | -17.0% | -27.3% |
| 3M | -37.9% | -45.3% | +7.4% | -37.4% |
| 6M | -60.7% | -59.7% | -1.0% | -60.2% |
| YTD | -28.5% | -62.7% | +34.2% | -27.6% |
| 1Y | -13.2% | -56.1% | +42.9% | -12.6% |
| 3Y | -28.8% | +21.3% | -50.0% | -32.0% |
| All | -28.8% | +22.7% | -51.4% | -32.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling