+71.6%
AZO vs LBRT
+22.2%
+49.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.3% | -2.7% | +0.6% |
| 7D | -2.6% | -1.9% | -0.7% | -2.6% |
| 30D | +11.7% | -32.0% | +43.7% | +12.2% |
| 3M | +6.4% | -39.7% | +46.1% | +7.2% |
| 6M | -5.5% | -61.1% | +55.5% | -3.8% |
| YTD | -4.5% | -29.4% | +24.8% | -5.0% |
| 1Y | -13.8% | -24.5% | +10.7% | -14.5% |
| 3Y | +19.8% | -28.1% | +47.9% | +17.7% |
| 5Y | +71.6% | +23.9% | +47.7% | +58.6% |
| All | +71.6% | +22.2% | +49.4% | +58.6% |
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