-30.2%
LBRT vs ALLE
+13.1%
-43.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.9% | +6.3% | +4.9% |
| 7D | -29.1% | -0.6% | -28.6% | -29.1% |
| 30D | -38.4% | +25.3% | -63.7% | -30.9% |
| 3M | -40.1% | +10.3% | -50.3% | -36.4% |
| 6M | -62.9% | +38.0% | -100.9% | -55.9% |
| YTD | -34.5% | +17.8% | -52.3% | -24.8% |
| 1Y | -30.2% | +13.6% | -43.8% | -18.0% |
| All | -30.2% | +13.1% | -43.4% | -18.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling