-16.4%
LBRT vs ALM
+735.6%
-752.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.2% | +3.0% | +3.3% |
| 7D | -1.9% | -7.2% | +5.3% | -1.4% |
| 30D | -32.0% | -26.4% | -5.7% | -30.9% |
| 3M | -39.7% | -38.6% | -1.1% | -38.2% |
| 6M | -61.1% | -61.0% | -0.1% | -59.5% |
| YTD | -29.4% | -7.4% | -22.0% | -29.8% |
| 1Y | -24.5% | +14.0% | -38.4% | -25.9% |
| 3Y | -28.1% | +844.4% | -872.5% | -39.1% |
| 5Y | +23.9% | +410.8% | -386.9% | +6.3% |
| All | -16.4% | +735.6% | -752.0% | -29.8% |
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