+133.7%
AS vs LBRT
-43.0%
+176.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -13.7% | +11.4% | -0.7% |
| 7D | +7.1% | -34.8% | +41.9% | +12.3% |
| 30D | +12.8% | -43.6% | +56.4% | +20.4% |
| 3M | -14.7% | -41.2% | +26.5% | -9.9% |
| 6M | -9.9% | -66.1% | +56.1% | +2.8% |
| YTD | -16.1% | -37.9% | +21.7% | -17.1% |
| 1Y | +0.2% | -33.9% | +34.0% | -2.7% |
| All | +133.7% | -43.0% | +176.7% | +121.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling