-9.5%
AZO vs LBRT
-25.0%
+15.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -11.2% | +15.1% | +3.0% |
| 7D | +5.3% | -25.3% | +30.7% | +3.1% |
| 30D | +18.4% | -32.9% | +51.3% | +15.6% |
| 3M | +9.8% | -33.3% | +43.2% | +7.3% |
| 6M | -4.5% | -61.0% | +56.5% | -8.0% |
| YTD | -1.9% | -28.0% | +26.1% | -4.2% |
| 1Y | -9.5% | -21.5% | +12.0% | -10.0% |
| All | -9.5% | -25.0% | +15.5% | -10.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling