-40.7%
LBRT vs ALLE
+90.7%
-131.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | -2.9% | -10.8% | -13.4% |
| 7D | -34.8% | 0.0% | -34.9% | -34.8% |
| 30D | -43.6% | +20.6% | -64.2% | -44.9% |
| 3M | -41.2% | +11.4% | -52.6% | -41.8% |
| 6M | -66.1% | +42.5% | -108.6% | -68.6% |
| YTD | -37.9% | +18.9% | -56.8% | -39.0% |
| 1Y | -33.9% | +14.2% | -48.0% | -33.6% |
| All | -40.7% | +90.7% | -131.3% | -58.5% |
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 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