-25.8%
LBRT vs ALLE
+14.8%
-40.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.5% | -2.9% | -3.6% |
| 7D | -15.7% | +0.1% | -15.7% | -15.7% |
| 30D | -34.3% | +25.9% | -60.2% | -26.2% |
| 3M | -40.6% | +14.9% | -55.5% | -35.9% |
| 6M | -62.0% | +42.1% | -104.1% | -54.4% |
| YTD | -31.6% | +20.4% | -52.0% | -20.9% |
| 1Y | -25.8% | +14.9% | -40.6% | -11.5% |
| All | -25.8% | +14.8% | -40.6% | -11.5% |
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