+85.8%
AR vs LBRT
-26.4%
+112.2%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -13.7% | +10.9% | +2.8% |
| 7D | -11.7% | -34.8% | +23.1% | +4.2% |
| 30D | +1.8% | -43.6% | +45.4% | +26.7% |
| 3M | +6.0% | -41.2% | +47.2% | +28.5% |
| 6M | -7.0% | -66.1% | +59.0% | +37.5% |
| YTD | +5.6% | -37.9% | +43.4% | +17.2% |
| 1Y | +10.8% | -33.9% | +44.7% | +18.9% |
| 3Y | +19.3% | -40.9% | +60.2% | +22.1% |
| 5Y | +73.3% | +2.1% | +71.2% | +34.7% |
| All | +85.8% | -26.4% | +112.2% | +30.8% |
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