+23.7%
AZN vs LBRT
+27.1%
-3.4%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.9% | -5.6% | -1.7% |
| 7D | -1.5% | +6.9% | -8.4% | -1.6% |
| 30D | -0.9% | +7.8% | -8.7% | -1.0% |
| 3M | -11.8% | -25.3% | +13.4% | -11.4% |
| 6M | -17.6% | -19.6% | +2.0% | -17.5% |
| YTD | -12.0% | +17.2% | -29.2% | -13.3% |
| 1Y | -0.9% | +114.1% | -114.9% | -4.8% |
| 3Y | +23.7% | +27.0% | -3.4% | +16.4% |
| All | +23.7% | +27.1% | -3.4% | +16.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling