+0.3%
AG vs LBRT
+28.1%
-27.8%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.1% | -3.5% | -2.6% |
| 7D | -10.0% | +9.2% | -19.2% | -11.4% |
| 30D | -10.5% | -27.5% | +17.0% | -5.6% |
| 3M | -27.3% | -37.9% | +10.6% | -21.2% |
| 6M | -43.0% | -60.7% | +17.7% | -32.9% |
| YTD | -17.9% | -28.5% | +10.6% | -16.4% |
| 1Y | +11.9% | -13.2% | +25.1% | +9.2% |
| 3Y | +201.8% | -28.8% | +230.6% | +194.4% |
| All | +0.3% | +28.1% | -27.8% | -18.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling