-66.1%
LBRT vs ALLY
-8.5%
-57.5%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | -1.3% | -12.3% | -13.8% |
| 7D | -34.8% | -1.1% | -33.7% | -34.3% |
| 30D | -43.6% | +4.2% | -47.8% | -43.4% |
| 3M | -41.2% | -12.4% | -28.8% | -39.4% |
| 6M | -66.1% | -8.7% | -57.4% | -65.3% |
| All | -66.1% | -8.5% | -57.5% | -65.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling