+14.4%
AGG vs LBRT
-16.4%
+30.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.3% | -3.3% | 0.0% |
| 7D | -0.6% | -1.9% | +1.3% | -0.6% |
| 30D | +1.6% | -32.0% | +33.6% | +1.5% |
| 3M | -0.5% | -39.7% | +39.2% | -0.6% |
| 6M | -1.1% | -61.1% | +60.0% | -1.3% |
| YTD | -0.7% | -29.4% | +28.6% | -0.8% |
| 1Y | -0.7% | -24.5% | +23.8% | -0.7% |
| 3Y | +14.5% | -28.1% | +42.6% | +14.5% |
| 5Y | -0.9% | +23.9% | -24.8% | -0.9% |
| All | +14.4% | -16.4% | +30.8% | +11.6% |
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 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