+187.8%
AZN vs LBRT
+33.5%
+154.3%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.5% | -2.7% | -1.3% |
| 7D | 0.0% | +8.7% | -8.7% | -0.3% |
| 30D | +0.7% | +6.6% | -5.9% | +0.4% |
| 3M | -10.5% | -34.5% | +24.0% | -9.2% |
| 6M | -19.3% | -24.5% | +5.2% | -18.7% |
| YTD | -10.6% | +12.7% | -23.3% | -11.7% |
| 1Y | +0.5% | +94.8% | -94.3% | -3.6% |
| 3Y | +25.9% | +31.9% | -6.0% | +21.3% |
| 5Y | +52.4% | +111.8% | -59.4% | +41.7% |
| All | +187.8% | +33.5% | +154.3% | +149.8% |
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 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