+120.4%
AS vs LBRT
+2.9%
+117.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.0% | +2.5% | +3.4% |
| 7D | -4.9% | +8.3% | -13.1% | -6.0% |
| 30D | -19.6% | +6.1% | -25.7% | -20.5% |
| 3M | -14.4% | -34.8% | +20.4% | -9.4% |
| 6M | -20.1% | -24.8% | +4.7% | -18.6% |
| YTD | -20.9% | +12.2% | -33.2% | -26.8% |
| 1Y | -21.9% | +94.0% | -115.8% | -38.2% |
| All | +120.4% | +2.9% | +117.4% | +95.7% |
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 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