-16.0%
AJG vs LBRT
+110.8%
-126.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.9% | +5.5% | -0.9% |
| 7D | -8.5% | +2.3% | -10.8% | -8.3% |
| 30D | -3.8% | -2.9% | -0.8% | -3.8% |
| 3M | +10.8% | -26.1% | +37.0% | +9.8% |
| 6M | +15.6% | -26.2% | +41.8% | +14.5% |
| YTD | -5.1% | +13.7% | -18.8% | -5.1% |
| 1Y | -16.0% | +93.6% | -109.6% | -17.2% |
| All | -16.0% | +110.8% | -126.8% | -17.2% |
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