+85.7%
AR vs LBRT
-16.2%
+101.9%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +8.1% | -7.3% | -2.5% |
| 7D | -10.5% | -11.9% | +1.4% | -6.5% |
| 30D | +1.3% | -31.9% | +33.2% | +16.5% |
| 3M | +4.8% | -34.9% | +39.6% | +21.6% |
| 6M | +1.2% | -60.7% | +61.8% | +40.5% |
| YTD | +5.5% | -29.2% | +34.7% | +10.8% |
| 1Y | +8.1% | -23.6% | +31.7% | +9.0% |
| 3Y | +38.8% | -26.8% | +65.7% | +29.4% |
| 5Y | +78.8% | +16.3% | +62.5% | +31.5% |
| All | +85.7% | -16.2% | +101.9% | +23.7% |
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 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