-24.5%
LBRT vs ALM
+14.6%
-39.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.2% | +3.0% | +3.3% |
| 7D | -1.9% | -7.2% | +5.3% | -1.1% |
| 30D | -32.0% | -26.4% | -5.7% | -30.4% |
| 3M | -39.7% | -38.6% | -1.1% | -37.4% |
| 6M | -61.1% | -61.0% | -0.1% | -59.5% |
| YTD | -29.4% | -7.4% | -22.0% | -24.3% |
| 1Y | -24.5% | +14.0% | -38.4% | -19.3% |
| All | -24.5% | +14.6% | -39.1% | -19.3% |
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