+17.5%
AJG vs LBRT
-27.1%
+44.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +1.0% | +2.1% |
| 7D | +0.5% | +9.2% | -8.7% | +0.8% |
| 30D | +19.4% | -27.5% | +46.9% | +18.4% |
| 3M | +11.9% | -37.9% | +49.8% | +10.7% |
| 6M | +48.3% | -60.7% | +109.0% | +47.0% |
| YTD | +10.3% | -28.5% | +38.8% | +8.2% |
| 1Y | +11.5% | -13.2% | +24.7% | +8.8% |
| 3Y | +17.5% | -28.8% | +46.3% | +14.3% |
| All | +17.5% | -27.1% | +44.6% | +14.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling