+89.6%
AZO vs LBRT
+116.2%
-26.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.9% | -5.0% | -1.2% |
| 7D | -0.5% | +6.9% | -7.4% | -0.6% |
| 30D | -5.6% | +7.8% | -13.4% | -5.8% |
| 3M | -4.0% | -25.3% | +21.3% | -3.3% |
| 6M | -18.9% | -19.6% | +0.6% | -18.7% |
| YTD | -13.0% | +17.2% | -30.1% | -14.0% |
| 1Y | -30.4% | +114.1% | -144.5% | -33.3% |
| 3Y | +12.7% | +27.0% | -14.3% | +9.3% |
| 5Y | +89.6% | +128.3% | -38.6% | +71.2% |
| All | +89.6% | +116.2% | -26.6% | +71.2% |
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