+2.1%
LBRT vs ALLE
+51.8%
-49.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | -2.9% | -10.8% | -13.0% |
| 7D | -34.8% | 0.0% | -34.9% | -34.8% |
| 30D | -43.6% | +20.6% | -64.2% | -46.6% |
| 3M | -41.2% | +11.4% | -52.6% | -43.1% |
| 6M | -66.1% | +42.5% | -108.6% | -70.3% |
| YTD | -37.9% | +18.9% | -56.8% | -42.0% |
| 1Y | -33.9% | +14.2% | -48.0% | -37.0% |
| 3Y | -40.9% | +90.7% | -131.5% | -56.4% |
| 5Y | +2.1% | +52.5% | -50.4% | -16.2% |
| All | +2.1% | +51.8% | -49.7% | -16.2% |
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