+6.5%
LBRT vs ALLE
+49.9%
-43.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.9% | +6.3% | +5.6% |
| 7D | -29.1% | -0.6% | -28.6% | -29.1% |
| 30D | -38.4% | +25.3% | -63.7% | -42.4% |
| 3M | -40.1% | +10.3% | -50.3% | -41.9% |
| 6M | -62.9% | +38.0% | -100.9% | -67.1% |
| YTD | -34.5% | +17.8% | -52.3% | -38.7% |
| 1Y | -30.2% | +13.6% | -43.8% | -33.5% |
| 3Y | -37.5% | +89.2% | -126.7% | -53.8% |
| All | +6.5% | +49.9% | -43.4% | -11.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling