+84.3%
AR vs LBRT
-22.5%
+106.7%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.4% | -6.2% | -3.0% |
| 7D | -14.3% | -29.1% | +14.9% | -2.3% |
| 30D | +1.4% | -38.4% | +39.8% | +21.6% |
| 3M | +3.4% | -40.1% | +43.4% | +24.3% |
| 6M | -2.1% | -62.9% | +60.8% | +39.3% |
| YTD | +4.7% | -34.5% | +39.2% | +13.6% |
| 1Y | +10.6% | -30.2% | +40.8% | +15.9% |
| 3Y | +24.6% | -37.5% | +62.1% | +24.5% |
| 5Y | +71.9% | +7.6% | +64.3% | +30.6% |
| All | +84.3% | -22.5% | +106.7% | +26.9% |
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