+168.1%
AON vs LBRT
-16.2%
+184.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +8.1% | -7.8% | -0.2% |
| 7D | +0.7% | -11.9% | +12.6% | +1.3% |
| 30D | +23.1% | -31.9% | +55.0% | +25.7% |
| 3M | -6.0% | -34.9% | +28.8% | -4.0% |
| 6M | +7.9% | -60.7% | +68.5% | +13.8% |
| YTD | -4.1% | -29.2% | +25.1% | -4.0% |
| 1Y | -2.3% | -23.6% | +21.3% | -2.9% |
| 3Y | +3.4% | -26.8% | +30.3% | +0.6% |
| 5Y | +17.1% | +16.3% | +0.8% | +6.4% |
| All | +168.1% | -16.2% | +184.3% | +113.6% |
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