-22.5%
LBRT vs ALK
-43.9%
+21.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.6% | +4.8% | +5.1% |
| 7D | -29.1% | +9.0% | -38.2% | -32.7% |
| 30D | -38.4% | -1.6% | -36.7% | -39.0% |
| 3M | -40.1% | -23.2% | -16.9% | -34.0% |
| 6M | -62.9% | -3.9% | -59.0% | -64.5% |
| YTD | -34.5% | -22.6% | -11.9% | -33.2% |
| 1Y | -30.2% | -5.3% | -24.9% | -36.6% |
| 3Y | -37.5% | +18.6% | -56.0% | -54.9% |
| 5Y | +7.6% | -34.4% | +42.0% | +4.7% |
| All | -22.5% | -43.9% | +21.4% | -41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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