+1,132.0%
AU vs LBRT
+43.0%
+1,089.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.1% | -2.4% | +0.5% |
| 7D | +0.6% | +10.2% | -9.5% | 0.0% |
| 30D | +12.3% | +4.9% | +7.4% | +11.9% |
| 3M | +29.4% | -21.2% | +50.6% | +30.9% |
| 6M | +3.2% | -19.9% | +23.2% | +4.0% |
| YTD | +31.8% | +20.8% | +11.0% | +28.6% |
| 1Y | +83.4% | +123.5% | -40.1% | +70.3% |
| 3Y | +623.1% | +30.9% | +592.2% | +587.0% |
| 5Y | +700.5% | +136.3% | +564.2% | +623.0% |
| All | +1,132.0% | +43.0% | +1,089.0% | +827.3% |
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