+111.0%
AWK vs LBRT
-19.0%
+130.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.4% | +4.2% | +0.8% |
| 7D | +2.7% | -15.7% | +18.4% | +2.8% |
| 30D | +16.7% | -34.3% | +50.9% | +17.0% |
| 3M | +11.7% | -40.6% | +52.4% | +12.2% |
| 6M | +21.9% | -62.0% | +83.9% | +23.0% |
| YTD | +17.6% | -31.6% | +49.2% | +17.6% |
| 1Y | +19.8% | -25.8% | +45.6% | +19.6% |
| 3Y | +31.0% | -30.4% | +61.4% | +30.2% |
| 5Y | -3.0% | +18.7% | -21.6% | -5.3% |
| All | +111.0% | -19.0% | +130.0% | +79.6% |
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 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