-1.7%
AZN vs LBRT
-60.9%
+59.2%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.0% | +0.1% |
| 7D | -1.1% | +9.2% | -10.3% | -0.2% |
| 30D | +13.8% | -27.5% | +41.4% | +10.1% |
| 3M | +17.3% | -37.9% | +55.2% | +12.2% |
| 6M | -1.7% | -60.7% | +59.0% | -8.8% |
| All | -1.7% | -60.9% | +59.2% | -8.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling