-14.8%
AWK vs LBRT
+115.1%
-130.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.1% |
| 7D | +1.7% | +8.7% | -7.0% | +1.8% |
| 30D | +5.6% | +6.6% | -1.0% | +5.6% |
| 3M | +15.9% | -34.5% | +50.3% | +15.7% |
| 6M | +4.6% | -24.5% | +29.1% | +4.5% |
| YTD | +10.1% | +12.7% | -2.7% | +10.1% |
| 1Y | +2.1% | +94.8% | -92.7% | +2.0% |
| 3Y | +9.8% | +31.9% | -22.0% | +9.2% |
| All | -14.8% | +115.1% | -130.0% | -11.8% |
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