-40.7%
LBRT vs ALK
+15.2%
-55.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | -3.2% | -10.4% | -13.1% |
| 7D | -34.8% | +7.1% | -41.9% | -35.8% |
| 30D | -43.6% | -3.0% | -40.6% | -43.4% |
| 3M | -41.2% | -25.6% | -15.6% | -37.9% |
| 6M | -66.1% | +0.5% | -66.6% | -67.1% |
| YTD | -37.9% | -23.1% | -14.8% | -35.7% |
| 1Y | -33.9% | -7.5% | -26.3% | -36.2% |
| All | -40.7% | +15.2% | -55.9% | -45.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling