+157.3%
AON vs LBRT
+33.5%
+123.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -1.3% |
| 7D | -9.1% | +8.7% | -17.8% | -9.7% |
| 30D | -10.2% | +6.6% | -16.9% | -10.8% |
| 3M | +0.5% | -34.5% | +35.0% | +3.1% |
| 6M | -4.8% | -24.5% | +19.7% | -3.8% |
| YTD | -8.0% | +12.7% | -20.7% | -10.2% |
| 1Y | -13.1% | +94.8% | -107.9% | -19.6% |
| 3Y | -1.3% | +31.9% | -33.1% | -7.7% |
| 5Y | +14.9% | +111.8% | -96.9% | +0.2% |
| All | +157.3% | +33.5% | +123.8% | +99.8% |
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