+54.5%
AZN vs LBRT
+116.2%
-61.7%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -1.1% |
| 3M | -11.8% | -25.3% | +13.4% | -11.3% |
| 6M | -17.6% | -19.6% | +2.0% | -17.4% |
| YTD | -12.0% | +17.2% | -29.2% | -13.2% |
| 1Y | -0.9% | +114.1% | -114.9% | -4.6% |
| 3Y | +23.7% | +27.0% | -3.4% | +19.3% |
| 5Y | +54.5% | +128.3% | -73.8% | +55.0% |
| All | +54.5% | +116.2% | -61.7% | +55.0% |
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