+567.6%
AGI vs LBRT
+33.5%
+534.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.5% | -3.4% | -2.0% |
| 7D | +0.6% | +8.7% | -8.1% | -0.1% |
| 30D | +18.2% | +6.6% | +11.6% | +17.5% |
| 3M | -4.1% | -34.5% | +30.3% | -1.3% |
| 6M | -28.7% | -24.5% | -4.2% | -27.7% |
| YTD | -4.0% | +12.7% | -16.7% | -6.3% |
| 1Y | +17.4% | +94.8% | -77.4% | +8.3% |
| 3Y | +203.0% | +31.9% | +171.2% | +183.3% |
| 5Y | +376.7% | +111.8% | +264.8% | +317.6% |
| All | +567.6% | +33.5% | +534.2% | +416.4% |
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