-3.3%
AWK vs LBRT
+28.1%
-31.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +1.4% |
| 7D | +0.1% | +9.2% | -9.1% | +0.3% |
| 30D | +14.3% | -27.5% | +41.8% | +13.9% |
| 3M | +10.3% | -37.9% | +48.2% | +9.9% |
| 6M | +18.9% | -60.7% | +79.7% | +18.5% |
| YTD | +17.7% | -28.5% | +46.2% | +17.2% |
| 1Y | +16.9% | -13.2% | +30.1% | +16.3% |
| 3Y | +32.2% | -28.8% | +61.0% | +31.4% |
| All | -3.3% | +28.1% | -31.3% | -2.6% |
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 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