+1,138.1%
AU vs LBRT
+33.5%
+1,104.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.5% | -3.8% | -2.4% |
| 7D | -3.6% | +8.7% | -12.4% | -4.2% |
| 30D | +23.9% | +6.6% | +17.3% | +23.2% |
| 3M | +19.1% | -34.5% | +53.6% | +22.0% |
| 6M | -0.2% | -24.5% | +24.3% | +0.9% |
| YTD | +32.5% | +12.7% | +19.7% | +29.9% |
| 1Y | +96.9% | +94.8% | +2.1% | +84.6% |
| 3Y | +614.7% | +31.9% | +582.9% | +577.7% |
| 5Y | +647.7% | +111.8% | +535.9% | +579.9% |
| All | +1,138.1% | +33.5% | +1,104.7% | +836.1% |
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