-30.4%
LBRT vs ALLE
+92.8%
-123.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.5% | -2.9% | -3.3% |
| 7D | -15.7% | +0.1% | -15.7% | -15.6% |
| 30D | -34.3% | +25.9% | -60.2% | -36.2% |
| 3M | -40.6% | +14.9% | -55.5% | -41.4% |
| 6M | -62.0% | +42.1% | -104.1% | -64.6% |
| YTD | -31.6% | +20.4% | -52.0% | -32.9% |
| 1Y | -25.8% | +14.9% | -40.6% | -25.2% |
| 3Y | -30.4% | +90.1% | -120.5% | -49.4% |
| All | -30.4% | +92.8% | -123.2% | -49.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling