+94.0%
LBRT vs ALM
+318.3%
-224.3%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.1% |
| 7D | +8.3% | -2.6% | +10.9% | +8.4% |
| 30D | +6.1% | +32.0% | -25.9% | +4.9% |
| 3M | -34.8% | -15.0% | -19.7% | -35.2% |
| 6M | -24.8% | -10.1% | -14.7% | -24.7% |
| YTD | +12.2% | +99.4% | -87.2% | +13.8% |
| 1Y | +94.0% | +316.4% | -222.4% | +77.5% |
| All | +94.0% | +318.3% | -224.3% | +77.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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