+101.3%
AR vs LBRT
+33.5%
+67.8%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -1.1% |
| 7D | +2.5% | +8.3% | -5.8% | -0.8% |
| 30D | +14.8% | +6.1% | +8.7% | +11.6% |
| 3M | +6.2% | -34.8% | +41.0% | +23.0% |
| 6M | +4.3% | -24.8% | +29.1% | +12.3% |
| YTD | +14.4% | +12.2% | +2.1% | +1.7% |
| 1Y | +21.3% | +94.0% | -72.6% | -18.6% |
| 3Y | +39.8% | +31.3% | +8.5% | +3.7% |
| 5Y | +142.1% | +111.8% | +30.2% | +40.9% |
| All | +101.3% | +33.5% | +67.8% | +13.3% |
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