-26.4%
LBRT vs ALK
-44.2%
+17.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | -3.2% | -10.4% | -12.2% |
| 7D | -34.8% | +7.1% | -41.9% | -37.5% |
| 30D | -43.6% | -3.0% | -40.6% | -43.8% |
| 3M | -41.2% | -25.6% | -15.6% | -34.4% |
| 6M | -66.1% | +0.5% | -66.6% | -68.4% |
| YTD | -37.9% | -23.1% | -14.8% | -36.4% |
| 1Y | -33.9% | -7.5% | -26.3% | -39.2% |
| 3Y | -40.9% | +15.3% | -56.2% | -56.6% |
| 5Y | +2.1% | -34.8% | +36.9% | -0.3% |
| All | -26.4% | -44.2% | +17.8% | -43.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling