+205.3%
AG vs LBRT
+33.5%
+171.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.0% | -3.0% | -2.1% |
| 7D | +1.0% | +8.3% | -7.2% | -0.3% |
| 30D | +19.2% | +6.1% | +13.0% | +17.8% |
| 3M | +6.2% | -34.8% | +40.9% | +13.0% |
| 6M | -26.7% | -24.8% | -1.9% | -24.5% |
| YTD | +26.1% | +12.2% | +13.9% | +20.8% |
| 1Y | +131.7% | +94.0% | +37.7% | +99.0% |
| 3Y | +255.3% | +31.3% | +224.1% | +217.7% |
| 5Y | +61.9% | +111.8% | -49.9% | +30.8% |
| All | +205.3% | +33.5% | +171.8% | +114.1% |
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