+66.8%
AA vs LBRT
-27.1%
+93.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.8% | -2.1% |
| 7D | +0.5% | +9.2% | -8.7% | -2.2% |
| 30D | -0.6% | -27.5% | +26.9% | +8.5% |
| 3M | -19.7% | -37.9% | +18.2% | -8.3% |
| 6M | -41.6% | -60.7% | +19.1% | -23.8% |
| YTD | -24.6% | -28.5% | +3.9% | -20.9% |
| 1Y | +4.9% | -13.2% | +18.1% | +2.8% |
| 3Y | +66.8% | -28.8% | +95.6% | +62.3% |
| All | +66.8% | -27.1% | +93.9% | +62.3% |
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