+139.2%
AS vs LBRT
-34.0%
+173.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -11.2% | +16.3% | +6.4% |
| 7D | +13.8% | -25.3% | +39.1% | +17.5% |
| 30D | +16.7% | -32.9% | +49.5% | +22.0% |
| 3M | -11.5% | -33.3% | +21.8% | -7.7% |
| 6M | -5.5% | -61.0% | +55.4% | +6.2% |
| YTD | -14.2% | -28.0% | +13.8% | -16.6% |
| 1Y | +2.1% | -21.5% | +23.6% | -3.1% |
| All | +139.2% | -34.0% | +173.2% | +123.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling