+6.5%
LBRT vs ALK
-34.8%
+41.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.6% | +4.8% | +5.2% |
| 7D | -29.1% | +9.0% | -38.2% | -31.0% |
| 30D | -38.4% | -1.6% | -36.7% | -38.5% |
| 3M | -40.1% | -23.2% | -16.9% | -36.4% |
| 6M | -62.9% | -3.9% | -59.0% | -63.7% |
| YTD | -34.5% | -22.6% | -11.9% | -32.7% |
| 1Y | -30.2% | -5.3% | -24.9% | -33.7% |
| 3Y | -37.5% | +18.6% | -56.0% | -48.0% |
| All | +6.5% | -34.8% | +41.3% | +12.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling