+90.4%
AUR vs LBRT
+27.1%
+63.3%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.9% | -1.3% | +1.4% |
| 7D | +19.2% | +6.9% | +12.3% | +16.7% |
| 30D | -7.8% | +7.8% | -15.6% | -10.0% |
| 3M | +4.0% | -25.3% | +29.3% | +12.6% |
| 6M | +45.0% | -19.6% | +64.6% | +50.4% |
| YTD | +69.5% | +17.2% | +52.4% | +52.6% |
| 1Y | +13.0% | +114.1% | -101.1% | -21.6% |
| 3Y | +90.4% | +27.0% | +63.3% | +64.1% |
| All | +90.4% | +27.1% | +63.3% | +64.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling