+16.3%
LBRT vs ALK
-29.1%
+45.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +7.1% | +1.0% | +6.4% |
| 7D | -11.9% | +8.9% | -20.8% | -13.9% |
| 30D | -31.9% | +5.9% | -37.9% | -33.3% |
| 3M | -34.9% | -16.5% | -18.3% | -32.3% |
| 6M | -60.7% | +2.1% | -62.8% | -62.1% |
| YTD | -29.2% | -17.1% | -12.1% | -28.4% |
| 1Y | -23.6% | -2.9% | -20.8% | -27.4% |
| 3Y | -26.8% | +24.5% | -51.3% | -39.6% |
| 5Y | +16.3% | -29.1% | +45.4% | +21.0% |
| All | +16.3% | -29.1% | +45.4% | +21.0% |
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