-4.8%
AGI vs LBRT
-27.7%
+22.9%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -3.4% | -1.9% | -5.5% |
| 7D | +13.9% | -15.7% | +29.6% | +13.3% |
| 30D | -6.2% | -34.3% | +28.0% | -7.0% |
| 3M | -6.9% | -40.6% | +33.7% | -7.8% |
| 6M | -28.7% | -62.0% | +33.3% | -30.4% |
| YTD | -19.8% | -31.6% | +11.8% | -21.2% |
| 1Y | -4.8% | -25.8% | +21.0% | -7.9% |
| All | -4.8% | -27.7% | +22.9% | -7.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling