+108.9%
LBRT vs ALLY
+1.6%
+107.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.9% |
| 7D | +8.3% | +3.7% | +4.6% | +6.4% |
| 30D | +6.1% | -2.3% | +8.4% | +7.2% |
| 3M | -34.8% | +3.8% | -38.6% | -36.0% |
| 6M | -24.8% | +9.7% | -34.5% | -29.1% |
| YTD | +12.2% | -1.4% | +13.6% | +11.1% |
| 1Y | +94.0% | +8.2% | +85.7% | +82.8% |
| 3Y | +31.3% | +66.5% | -35.2% | +2.4% |
| All | +108.9% | +1.6% | +107.3% | +96.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling