+879.5%
AU vs LBRT
-15.3%
+894.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -1.6% |
| 7D | -7.2% | +9.2% | -16.4% | -7.7% |
| 30D | -2.9% | -27.5% | +24.7% | -1.1% |
| 3M | -8.7% | -37.9% | +29.2% | -6.2% |
| 6M | -14.1% | -60.7% | +46.6% | -9.5% |
| YTD | +4.8% | -28.5% | +33.3% | +5.4% |
| 1Y | +11.9% | -13.2% | +25.1% | +11.0% |
| 3Y | +513.8% | -28.8% | +542.6% | +505.8% |
| 5Y | +379.3% | +28.0% | +351.3% | +349.7% |
| All | +879.5% | -15.3% | +894.9% | +660.0% |
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