-13.2%
LBRT vs ALLY
-1.0%
-12.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +1.0% |
| 7D | +9.2% | +0.4% | +8.8% | +9.2% |
| 30D | -27.5% | +5.2% | -32.8% | -28.0% |
| 3M | -37.9% | -13.3% | -24.6% | -36.6% |
| 6M | -60.7% | -6.7% | -54.0% | -60.1% |
| YTD | -28.5% | -12.8% | -15.7% | -24.5% |
| 1Y | -13.2% | +0.7% | -13.9% | -16.7% |
| All | -13.2% | -1.0% | -12.2% | -16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 1y: compounded portfolio wealth divided by compounded ALLY 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…
1y analysis · Full analysis span regression · 6 months rolling