-23.9%
AA vs LBRT
-16.4%
-7.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.3% | -0.6% | +1.5% |
| 7D | +1.1% | -1.9% | +3.0% | +1.6% |
| 30D | -1.3% | -32.0% | +30.8% | +12.1% |
| 3M | -23.9% | -39.7% | +15.8% | -10.2% |
| 6M | -36.8% | -61.1% | +24.3% | -13.8% |
| YTD | -22.2% | -29.4% | +7.2% | -16.8% |
| 1Y | +10.4% | -24.5% | +34.8% | +14.4% |
| 3Y | +72.0% | -28.1% | +100.1% | +68.5% |
| 5Y | -15.6% | +23.9% | -39.5% | -35.9% |
| All | -23.9% | -16.4% | -7.5% | -51.7% |
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