+56.8%
AIG vs LBRT
+13.8%
+43.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -3.4% | +6.8% | +3.7% |
| 7D | +2.2% | -15.7% | +17.9% | +3.8% |
| 30D | +6.9% | -34.3% | +41.1% | +11.2% |
| 3M | +6.8% | -40.6% | +47.4% | +12.2% |
| 6M | +9.2% | -62.0% | +71.2% | +20.5% |
| YTD | -1.9% | -31.6% | +29.7% | -1.8% |
| 1Y | +9.7% | -25.8% | +35.4% | +8.0% |
| 3Y | +37.9% | -30.4% | +68.3% | +30.9% |
| 5Y | +56.8% | +18.7% | +38.1% | +25.5% |
| All | +56.8% | +13.8% | +43.0% | +25.5% |
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