+61.0%
AGNC vs LBRT
+38.7%
+22.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.9% | -3.7% | -0.1% |
| 7D | +0.8% | +6.9% | -6.2% | 0.0% |
| 30D | -0.4% | +7.8% | -8.2% | -1.3% |
| 3M | +9.2% | -25.3% | +34.5% | +11.9% |
| 6M | +7.4% | -19.6% | +27.0% | +8.6% |
| YTD | +8.8% | +17.2% | -8.3% | +5.0% |
| 1Y | +18.3% | +114.1% | -95.8% | +5.2% |
| 3Y | +71.2% | +27.0% | +44.2% | +57.7% |
| 5Y | +34.8% | +128.3% | -93.5% | +12.2% |
| All | +61.0% | +38.7% | +22.3% | +12.6% |
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 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