-35.0%
AUR vs LBRT
+65.0%
-100.0%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.1% | -3.2% | -0.9% |
| 7D | +11.1% | +10.2% | +0.9% | +8.5% |
| 30D | -6.9% | +4.9% | -11.7% | -8.0% |
| 3M | +5.5% | -21.2% | +26.8% | +10.7% |
| 6M | +41.0% | -19.9% | +60.9% | +45.7% |
| YTD | +69.3% | +20.8% | +48.5% | +56.9% |
| 1Y | +14.0% | +123.5% | -109.5% | -11.3% |
| 3Y | +90.1% | +30.9% | +59.1% | +65.8% |
| 5Y | -34.4% | +136.3% | -170.7% | -41.5% |
| All | -35.0% | +65.0% | -100.0% | -42.1% |
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 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