+202.1%
AG vs LBRT
+38.7%
+163.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.9% | -5.0% | -1.7% |
| 7D | +4.5% | +6.9% | -2.5% | +3.3% |
| 30D | +12.9% | +7.8% | +5.1% | +11.3% |
| 3M | +20.9% | -25.3% | +46.2% | +25.7% |
| 6M | -19.5% | -19.6% | 0.0% | -18.0% |
| YTD | +24.8% | +17.2% | +7.6% | +18.7% |
| 1Y | +120.2% | +114.1% | +6.2% | +86.0% |
| 3Y | +279.0% | +27.0% | +252.0% | +241.1% |
| 5Y | +67.9% | +128.3% | -60.4% | +34.0% |
| All | +202.1% | +38.7% | +163.4% | +110.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling