-7.6%
AA vs LBRT
+33.5%
-41.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.5% | -3.6% | -2.7% |
| 7D | -0.7% | +8.7% | -9.4% | -3.8% |
| 30D | +5.0% | +6.6% | -1.6% | +2.3% |
| 3M | -35.8% | -34.5% | -1.4% | -26.3% |
| 6M | -18.4% | -24.5% | +6.1% | -12.3% |
| YTD | -5.5% | +12.7% | -18.2% | -13.4% |
| 1Y | +61.0% | +94.8% | -33.9% | +15.5% |
| 3Y | +66.2% | +31.9% | +34.4% | +31.2% |
| 5Y | +11.4% | +111.8% | -100.4% | -29.7% |
| All | -7.6% | +33.5% | -41.1% | -49.7% |
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