+404.3%
AGI vs LBRT
+138.4%
+265.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.1% | -1.8% | +1.1% |
| 7D | +2.2% | +10.2% | -8.0% | +1.6% |
| 30D | +11.3% | +4.9% | +6.4% | +10.9% |
| 3M | +5.6% | -21.2% | +26.9% | +7.0% |
| 6M | -27.7% | -19.9% | -7.7% | -27.0% |
| YTD | -4.1% | +20.8% | -24.9% | -6.7% |
| 1Y | +13.8% | +123.5% | -109.8% | +3.9% |
| 3Y | +217.0% | +30.9% | +186.1% | +198.6% |
| 5Y | +404.3% | +136.3% | +268.1% | +340.8% |
| All | +404.3% | +138.4% | +265.9% | +340.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling