-26.4%
LBRT vs ALLE
+152.7%
-179.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | -2.9% | -10.8% | -12.0% |
| 7D | -34.8% | 0.0% | -34.9% | -35.0% |
| 30D | -43.6% | +20.6% | -64.2% | -50.5% |
| 3M | -41.2% | +11.4% | -52.6% | -46.0% |
| 6M | -66.1% | +42.5% | -108.6% | -74.5% |
| YTD | -37.9% | +18.9% | -56.8% | -48.1% |
| 1Y | -33.9% | +14.2% | -48.0% | -43.1% |
| 3Y | -40.9% | +90.7% | -131.5% | -66.9% |
| 5Y | +2.1% | +52.5% | -50.4% | -34.4% |
| All | -26.4% | +152.7% | -179.1% | -68.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling