-19.0%
LBRT vs ALLE
+155.8%
-174.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.5% | -2.9% | -3.1% |
| 7D | -15.7% | +0.1% | -15.7% | -15.6% |
| 30D | -34.3% | +25.9% | -60.2% | -43.8% |
| 3M | -40.6% | +14.9% | -55.5% | -46.4% |
| 6M | -62.0% | +42.1% | -104.1% | -71.3% |
| YTD | -31.6% | +20.4% | -52.0% | -43.3% |
| 1Y | -25.8% | +14.9% | -40.6% | -36.2% |
| 3Y | -30.4% | +90.1% | -120.5% | -60.8% |
| 5Y | +18.7% | +53.0% | -34.3% | -23.6% |
| All | -19.0% | +155.8% | -174.9% | -66.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 10y: compounded portfolio wealth divided by compounded ALLE 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…
10y analysis · Full analysis span regression · 6 months rolling