+205.3%
AG vs LBRT
+33.5%
+171.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.5% | -3.4% | -2.2% |
| 7D | +1.0% | +8.7% | -7.7% | -0.4% |
| 30D | +19.2% | +6.6% | +12.6% | +17.7% |
| 3M | +6.2% | -34.5% | +40.6% | +12.9% |
| 6M | -26.7% | -24.5% | -2.2% | -24.5% |
| YTD | +26.1% | +12.7% | +13.4% | +20.7% |
| 1Y | +131.7% | +94.8% | +36.8% | +98.8% |
| 3Y | +255.3% | +31.9% | +223.5% | +217.5% |
| 5Y | +61.9% | +111.8% | -49.9% | +30.8% |
| All | +205.3% | +33.5% | +171.8% | +114.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded LBRT 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling