+115.0%
AG vs LBRT
-16.4%
+131.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.3% | -4.4% | -1.7% |
| 7D | -4.0% | -1.9% | -2.1% | -3.9% |
| 30D | -13.1% | -32.0% | +19.0% | -8.1% |
| 3M | -22.0% | -39.7% | +17.6% | -16.2% |
| 6M | -37.3% | -61.1% | +23.8% | -28.0% |
| YTD | -11.2% | -29.4% | +18.2% | -9.0% |
| 1Y | +23.9% | -24.5% | +48.4% | +25.4% |
| 3Y | +225.1% | -28.1% | +253.2% | +219.3% |
| 5Y | +7.7% | +23.9% | -16.1% | -5.4% |
| All | +115.0% | -16.4% | +131.4% | +61.4% |
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