+2.1%
LBRT vs ALK
-33.9%
+36.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | -3.2% | -10.4% | -12.9% |
| 7D | -34.8% | +7.1% | -41.9% | -36.2% |
| 30D | -43.6% | -3.0% | -40.6% | -43.5% |
| 3M | -41.2% | -25.6% | -15.6% | -37.1% |
| 6M | -66.1% | +0.5% | -66.6% | -67.4% |
| YTD | -37.9% | -23.1% | -14.8% | -36.0% |
| 1Y | -33.9% | -7.5% | -26.3% | -36.7% |
| 3Y | -40.9% | +15.3% | -56.2% | -50.3% |
| 5Y | +2.1% | -34.8% | +36.9% | +8.6% |
| All | +2.1% | -33.9% | +36.0% | +8.6% |
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