+177.6%
AZN vs LBRT
+43.0%
+134.6%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.1% | -5.0% | -2.1% |
| 7D | -2.9% | +10.2% | -13.1% | -3.3% |
| 30D | -3.1% | +4.9% | -7.9% | -3.3% |
| 3M | -14.4% | -21.2% | +6.8% | -13.8% |
| 6M | -19.5% | -19.9% | +0.5% | -19.1% |
| YTD | -13.8% | +20.8% | -34.5% | -15.1% |
| 1Y | -2.4% | +123.5% | -125.9% | -6.9% |
| 3Y | +21.3% | +30.9% | -9.7% | +17.0% |
| 5Y | +53.6% | +136.3% | -82.6% | +42.2% |
| All | +177.6% | +43.0% | +134.6% | +140.3% |
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