-37.5%
LBRT vs ALM
+825.4%
-862.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.1% | +3.2% | +5.2% |
| 7D | -29.1% | -6.7% | -22.5% | -28.8% |
| 30D | -38.4% | -32.9% | -5.5% | -37.0% |
| 3M | -40.1% | -39.5% | -0.6% | -38.5% |
| 6M | -62.9% | -62.0% | -0.9% | -61.4% |
| YTD | -34.5% | -7.8% | -26.7% | -34.4% |
| 1Y | -30.2% | +26.7% | -56.9% | -31.2% |
| 3Y | -37.5% | +825.4% | -862.8% | -48.7% |
| All | -37.5% | +825.4% | -862.8% | -48.7% |
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