+333.5%
AJG vs LBRT
+34.6%
+299.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.9% | +5.5% | 0.0% |
| 7D | -8.5% | +2.3% | -10.8% | -8.7% |
| 30D | -3.8% | -2.9% | -0.8% | -3.7% |
| 3M | +10.8% | -26.1% | +37.0% | +12.6% |
| 6M | +15.6% | -26.2% | +41.8% | +17.1% |
| YTD | -5.1% | +13.7% | -18.8% | -7.4% |
| 1Y | -16.0% | +93.6% | -109.6% | -22.2% |
| 3Y | +9.7% | +23.2% | -13.5% | +3.3% |
| 5Y | +77.8% | +125.5% | -47.7% | +54.5% |
| All | +333.5% | +34.6% | +299.0% | +230.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling