-4.5%
AIG vs LBRT
+100.7%
-105.2%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.9% | -0.8% |
| 7D | -0.9% | +8.3% | -9.2% | -0.7% |
| 30D | -4.9% | +6.1% | -11.0% | -4.6% |
| 3M | +4.5% | -34.8% | +39.2% | +3.4% |
| 6M | -1.4% | -24.8% | +23.4% | -2.2% |
| YTD | -9.8% | +12.2% | -22.0% | -10.0% |
| 1Y | -4.5% | +94.0% | -98.5% | -7.2% |
| All | -4.5% | +100.7% | -105.2% | -7.2% |
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