+92.2%
AR vs LBRT
-19.0%
+111.2%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +4.4% | -0.1% | +2.5% |
| 7D | -5.8% | -15.7% | +9.9% | +0.4% |
| 30D | +4.8% | -34.3% | +39.1% | +22.5% |
| 3M | +1.5% | -40.6% | +42.1% | +22.5% |
| 6M | +4.7% | -62.0% | +66.7% | +47.7% |
| YTD | +9.2% | -31.6% | +40.8% | +16.5% |
| 1Y | +11.2% | -25.8% | +37.0% | +13.7% |
| 3Y | +46.2% | -30.4% | +76.6% | +39.5% |
| 5Y | +98.1% | +18.7% | +79.4% | +44.4% |
| All | +92.2% | -19.0% | +111.2% | +30.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling