-11.5%
AJG vs LBRT
+100.7%
-112.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.0% | -2.5% | -1.4% |
| 7D | -1.8% | +8.3% | -10.1% | -1.2% |
| 30D | +4.6% | +6.1% | -1.5% | +5.2% |
| 3M | +24.9% | -34.8% | +59.7% | +23.0% |
| 6M | +17.2% | -24.8% | +42.0% | +15.9% |
| YTD | +2.2% | +12.2% | -10.1% | +2.3% |
| 1Y | -11.5% | +94.0% | -105.5% | -11.3% |
| All | -11.5% | +100.7% | -112.2% | -11.3% |
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