+120.7%
AG vs LBRT
-22.5%
+143.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.4% | -3.6% | +1.0% |
| 7D | +6.3% | -29.1% | +35.5% | +11.7% |
| 30D | -8.9% | -38.4% | +29.4% | -2.2% |
| 3M | -12.2% | -40.1% | +27.9% | -5.5% |
| 6M | -28.3% | -62.9% | +34.6% | -17.1% |
| YTD | -8.8% | -34.5% | +25.7% | -5.4% |
| 1Y | +39.4% | -30.2% | +69.6% | +42.8% |
| 3Y | +229.4% | -37.5% | +266.9% | +230.7% |
| 5Y | +14.5% | +7.6% | +6.9% | +2.7% |
| All | +120.7% | -22.5% | +143.2% | +67.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling