+97.4%
AWK vs LBRT
+33.5%
+63.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.2% |
| 7D | +1.7% | +8.7% | -7.0% | +1.6% |
| 30D | +5.6% | +6.6% | -1.0% | +5.5% |
| 3M | +15.9% | -34.5% | +50.3% | +16.4% |
| 6M | +4.6% | -24.5% | +29.1% | +4.8% |
| YTD | +10.1% | +12.7% | -2.7% | +9.6% |
| 1Y | +2.1% | +94.8% | -92.7% | +0.6% |
| 3Y | +9.8% | +31.9% | -22.0% | +8.3% |
| 5Y | -15.4% | +111.8% | -127.2% | -17.9% |
| All | +97.4% | +33.5% | +63.9% | +67.4% |
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