-22.5%
LBRT vs ALM
+731.5%
-754.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.1% | +3.2% | +5.3% |
| 7D | -29.1% | -6.7% | -22.5% | -28.8% |
| 30D | -38.4% | -32.9% | -5.5% | -37.1% |
| 3M | -40.1% | -39.5% | -0.6% | -38.6% |
| 6M | -62.9% | -62.0% | -0.9% | -61.3% |
| YTD | -34.5% | -7.8% | -26.7% | -35.0% |
| 1Y | -30.2% | +26.7% | -56.9% | -31.9% |
| 3Y | -37.5% | +825.4% | -862.8% | -47.0% |
| 5Y | +7.6% | +401.2% | -393.6% | -7.6% |
| All | -22.5% | +731.5% | -754.0% | -34.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling