+110.9%
AWK vs LBRT
-22.5%
+133.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.4% | -6.8% | -1.4% |
| 7D | +4.1% | -29.1% | +33.2% | +4.4% |
| 30D | +18.0% | -38.4% | +56.4% | +18.4% |
| 3M | +12.2% | -40.1% | +52.3% | +12.6% |
| 6M | +21.2% | -62.9% | +84.1% | +22.4% |
| YTD | +17.6% | -34.5% | +52.1% | +17.6% |
| 1Y | +19.2% | -30.2% | +49.4% | +19.1% |
| 3Y | +26.7% | -37.5% | +64.2% | +26.3% |
| 5Y | -1.3% | +7.6% | -8.9% | -3.5% |
| All | +110.9% | -22.5% | +133.3% | +79.5% |
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