+266.4%
AG vs LBRT
+26.0%
+240.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.5% | -3.4% | -2.2% |
| 7D | +1.0% | +8.7% | -7.7% | -0.2% |
| 30D | +19.2% | +6.6% | +12.6% | +17.9% |
| 3M | +6.2% | -34.5% | +40.6% | +12.1% |
| 6M | -26.7% | -24.5% | -2.2% | -24.7% |
| YTD | +26.1% | +12.7% | +13.4% | +20.5% |
| 1Y | +131.7% | +94.8% | +36.8% | +97.3% |
| All | +266.4% | +26.0% | +240.5% | +230.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling