-16.4%
LBRT vs ALK
-40.8%
+24.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.2% | +4.5% | +3.8% |
| 7D | -1.9% | +2.6% | -4.5% | -2.7% |
| 30D | -32.0% | +7.8% | -39.8% | -35.3% |
| 3M | -39.7% | -15.2% | -24.5% | -36.3% |
| 6M | -61.1% | +5.0% | -66.1% | -64.3% |
| YTD | -29.4% | -18.4% | -10.9% | -29.6% |
| 1Y | -24.5% | -2.4% | -22.1% | -32.0% |
| 3Y | -28.1% | +19.8% | -47.9% | -47.9% |
| 5Y | +23.9% | -27.8% | +51.7% | +14.5% |
| All | -16.4% | -40.8% | +24.5% | -37.9% |
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