+33.5%
LBRT vs ALM
+1,699.3%
-1,665.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.0% | +1.6% |
| 7D | +8.7% | -2.6% | +11.3% | +8.9% |
| 30D | +6.6% | +32.0% | -25.4% | +5.1% |
| 3M | -34.5% | -15.0% | -19.4% | -34.3% |
| 6M | -24.5% | -10.1% | -14.4% | -24.9% |
| YTD | +12.7% | +99.4% | -86.7% | +7.8% |
| 1Y | +94.8% | +316.4% | -221.5% | +78.5% |
| 3Y | +31.9% | +2,022.0% | -1,990.1% | +6.7% |
| 5Y | +111.8% | +941.2% | -829.4% | +75.3% |
| All | +33.5% | +1,699.3% | -1,665.8% | +7.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling