-37.5%
LBRT vs ALLY
+54.4%
-91.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.7% | +7.1% | +6.2% |
| 7D | -29.1% | +0.9% | -30.1% | -29.8% |
| 30D | -38.4% | +3.1% | -41.5% | -39.8% |
| 3M | -40.1% | -12.6% | -27.5% | -36.1% |
| 6M | -62.9% | -12.4% | -50.5% | -60.7% |
| YTD | -34.5% | -13.2% | -21.4% | -31.3% |
| 1Y | -30.2% | +1.8% | -32.0% | -34.0% |
| 3Y | -37.5% | +58.0% | -95.4% | -50.3% |
| All | -37.5% | +54.4% | -91.8% | -50.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling