-26.8%
LBRT vs ALHC
+16.3%
-43.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -1.0% | +9.1% | +8.1% |
| 7D | -11.9% | +3.9% | -15.8% | -12.0% |
| 30D | -31.9% | -3.6% | -28.3% | -31.8% |
| 3M | -34.9% | -49.4% | +14.5% | -34.3% |
| 6M | -60.7% | -59.5% | -1.2% | -60.2% |
| YTD | -29.2% | -63.2% | +34.0% | -28.3% |
| 1Y | -23.6% | -55.5% | +31.9% | -23.1% |
| 3Y | -26.8% | +23.0% | -49.9% | -29.7% |
| All | -26.8% | +16.3% | -43.2% | -29.7% |
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