-36.6%
AUR vs LBRT
+54.0%
-90.6%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | 0.0% |
| 7D | +8.7% | +8.7% | 0.0% | +6.5% |
| 30D | -5.2% | +6.6% | -11.8% | -6.8% |
| 3M | -7.3% | -34.5% | +27.2% | +1.8% |
| 6M | +41.2% | -24.5% | +65.7% | +48.0% |
| YTD | +65.1% | +12.7% | +52.4% | +55.6% |
| 1Y | +13.4% | +94.8% | -81.4% | -8.6% |
| 3Y | +98.1% | +31.9% | +66.3% | +73.9% |
| 5Y | -36.0% | +111.8% | -147.9% | -42.0% |
| All | -36.6% | +54.0% | -90.6% | -42.6% |
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