+108.9%
LBRT vs ALK
-25.3%
+134.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +0.6% |
| 7D | +8.3% | -0.7% | +8.9% | +8.4% |
| 30D | +6.1% | -19.2% | +25.4% | +12.1% |
| 3M | -34.8% | -1.5% | -33.2% | -35.6% |
| 6M | -24.8% | -13.1% | -11.8% | -24.3% |
| YTD | +12.2% | -16.4% | +28.6% | +14.0% |
| 1Y | +94.0% | -33.1% | +127.1% | +112.9% |
| 3Y | +31.3% | +0.6% | +30.7% | +18.1% |
| All | +108.9% | -25.3% | +134.1% | +110.4% |
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