+14.6%
AGG vs LBRT
+43.0%
-28.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.1% | -3.3% | -0.2% |
| 7D | -0.2% | +10.2% | -10.3% | -0.1% |
| 30D | -0.2% | +4.9% | -5.1% | -0.2% |
| 3M | -0.7% | -21.2% | +20.5% | -0.7% |
| 6M | -1.8% | -19.9% | +18.2% | -1.8% |
| YTD | -0.6% | +20.8% | -21.4% | -0.5% |
| 1Y | +0.4% | +123.5% | -123.2% | +0.5% |
| 3Y | +13.2% | +30.9% | -17.8% | +13.3% |
| 5Y | -2.0% | +136.3% | -138.2% | -1.8% |
| All | +14.6% | +43.0% | -28.4% | +11.9% |
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