+57.2%
AA vs LBRT
-38.0%
+95.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.4% | -2.5% | +1.3% |
| 7D | +0.9% | -29.1% | +30.0% | +11.1% |
| 30D | -6.7% | -38.4% | +31.7% | +7.1% |
| 3M | -16.3% | -40.1% | +23.7% | -3.5% |
| 6M | -37.1% | -62.9% | +25.8% | -16.5% |
| YTD | -25.0% | -34.5% | +9.5% | -19.1% |
| 1Y | +8.6% | -30.2% | +38.8% | +14.0% |
| 3Y | +57.2% | -37.5% | +94.7% | +61.8% |
| All | +57.2% | -38.0% | +95.2% | +61.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling