+109.8%
LBRT vs ALM
+951.0%
-841.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.0% | +1.5% |
| 7D | +8.7% | -2.6% | +11.3% | +8.8% |
| 30D | +6.6% | +32.0% | -25.4% | +5.3% |
| 3M | -34.5% | -15.0% | -19.4% | -34.4% |
| 6M | -24.5% | -10.1% | -14.4% | -24.8% |
| YTD | +12.7% | +99.4% | -86.7% | +8.7% |
| 1Y | +94.8% | +316.4% | -221.5% | +80.9% |
| 3Y | +31.9% | +2,022.0% | -1,990.1% | +8.9% |
| All | +109.8% | +951.0% | -841.2% | +77.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling