+366.8%
AJG vs LBRT
+33.5%
+333.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.5% | -3.0% | -1.6% |
| 7D | -1.8% | +8.7% | -10.6% | -2.4% |
| 30D | +4.6% | +6.6% | -2.0% | +4.1% |
| 3M | +24.9% | -34.5% | +59.4% | +28.0% |
| 6M | +17.2% | -24.5% | +41.7% | +18.5% |
| YTD | +2.2% | +12.7% | -10.6% | -0.2% |
| 1Y | -11.5% | +94.8% | -106.4% | -18.0% |
| 3Y | +16.7% | +31.9% | -15.2% | +9.1% |
| 5Y | +89.6% | +111.8% | -22.2% | +65.7% |
| All | +366.8% | +33.5% | +333.3% | +256.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling