+0.2%
AS vs LBRT
-32.4%
+32.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -13.7% | +11.4% | -3.0% |
| 7D | +7.1% | -34.8% | +41.9% | +4.9% |
| 30D | +12.8% | -43.6% | +56.4% | +10.0% |
| 3M | -14.7% | -41.2% | +26.5% | -16.7% |
| 6M | -9.9% | -66.1% | +56.1% | -13.6% |
| YTD | -16.1% | -37.9% | +21.7% | -25.3% |
| 1Y | +0.2% | -33.9% | +34.0% | -11.5% |
| All | +0.2% | -32.4% | +32.6% | -11.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling