-30.4%
LBRT vs ALM
+830.0%
-860.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -7.2% | +3.8% | -2.9% |
| 7D | -15.7% | -6.3% | -9.3% | -15.2% |
| 30D | -34.3% | -31.4% | -2.8% | -32.9% |
| 3M | -40.6% | -40.6% | 0.0% | -39.0% |
| 6M | -62.0% | -58.6% | -3.4% | -60.5% |
| YTD | -31.6% | -7.6% | -24.0% | -31.4% |
| 1Y | -25.8% | +13.8% | -39.6% | -26.5% |
| 3Y | -30.4% | +842.1% | -872.5% | -42.4% |
| All | -30.4% | +830.0% | -860.4% | -42.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling