-16.2%
LBRT vs ALLE
+156.6%
-172.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.5% |
| 7D | +13.8% | +1.6% | +12.3% | +12.9% |
| 30D | -32.4% | +24.1% | -56.5% | -41.6% |
| 3M | -39.9% | +14.8% | -54.7% | -45.7% |
| 6M | -60.8% | +45.9% | -106.7% | -70.9% |
| YTD | -29.3% | +20.7% | -50.0% | -41.4% |
| 1Y | -18.9% | +14.2% | -33.0% | -29.9% |
| 3Y | -28.0% | +90.7% | -118.7% | -59.5% |
| 5Y | +26.6% | +50.6% | -24.0% | -17.1% |
| All | -16.2% | +156.6% | -172.9% | -64.9% |
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