+80.2%
AJG vs LBRT
+28.1%
+52.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +1.0% | +2.0% |
| 7D | +0.5% | +9.2% | -8.7% | +0.4% |
| 30D | +19.4% | -27.5% | +46.9% | +19.9% |
| 3M | +11.9% | -37.9% | +49.8% | +12.8% |
| 6M | +48.3% | -60.7% | +109.0% | +52.0% |
| YTD | +10.3% | -28.5% | +38.8% | +9.1% |
| 1Y | +11.5% | -13.2% | +24.7% | +8.9% |
| 3Y | +17.5% | -28.8% | +46.3% | +13.5% |
| All | +80.2% | +28.1% | +52.1% | +63.7% |
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