-34.2%
AUR vs LBRT
+116.2%
-150.4%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.9% | -1.3% | +1.6% |
| 7D | +19.2% | +6.9% | +12.3% | +17.1% |
| 30D | -7.8% | +7.8% | -15.6% | -9.7% |
| 3M | +4.0% | -25.3% | +29.3% | +11.1% |
| 6M | +45.0% | -19.6% | +64.6% | +49.9% |
| YTD | +69.5% | +17.2% | +52.4% | +57.1% |
| 1Y | +13.0% | +114.1% | -101.1% | -13.4% |
| 3Y | +90.4% | +27.0% | +63.3% | +64.8% |
| 5Y | -34.2% | +128.3% | -162.5% | -40.1% |
| All | -34.2% | +116.2% | -150.4% | -40.1% |
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 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