+320.6%
AZO vs LBRT
-16.2%
+336.8%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.3% | +0.4% |
| 7D | -1.7% | +13.8% | -15.5% | -2.5% |
| 30D | +12.4% | -32.4% | +44.8% | +14.6% |
| 3M | +6.8% | -39.9% | +46.7% | +9.5% |
| 6M | -4.6% | -60.8% | +56.2% | +0.2% |
| YTD | -4.1% | -29.3% | +25.2% | -3.7% |
| 1Y | -14.2% | -18.9% | +4.7% | -14.8% |
| 3Y | +20.3% | -28.0% | +48.3% | +17.9% |
| 5Y | +72.4% | +26.6% | +45.8% | +56.9% |
| All | +320.6% | -16.2% | +336.8% | +224.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling