+500.4%
AU vs LBRT
+16.1%
+484.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +8.1% | -1.2% | +6.3% |
| 7D | +20.8% | -11.9% | +32.7% | +21.6% |
| 30D | +5.5% | -31.9% | +37.5% | +8.1% |
| 3M | +3.9% | -34.9% | +38.8% | +6.7% |
| 6M | -5.4% | -60.7% | +55.2% | +0.6% |
| YTD | +20.7% | -29.2% | +49.9% | +21.0% |
| 1Y | +49.8% | -23.6% | +73.4% | +48.9% |
| 3Y | +565.6% | -26.8% | +592.5% | +548.7% |
| 5Y | +500.4% | +16.3% | +484.1% | +471.5% |
| All | +500.4% | +16.1% | +484.2% | +471.5% |
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