+134.9%
AS vs LBRT
-39.9%
+174.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.4% | -4.9% | -0.2% |
| 7D | +6.9% | -29.1% | +36.1% | +10.9% |
| 30D | +16.0% | -38.4% | +54.4% | +22.4% |
| 3M | -12.8% | -40.1% | +27.2% | -8.0% |
| 6M | -15.4% | -62.9% | +47.5% | -4.6% |
| YTD | -15.7% | -34.5% | +18.8% | -17.2% |
| 1Y | +6.1% | -30.2% | +36.3% | +2.3% |
| All | +134.9% | -39.9% | +174.8% | +121.4% |
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