+75.7%
AA vs LBRT
-28.3%
+104.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +8.1% | -2.3% | +3.3% |
| 7D | +4.8% | -11.9% | +16.7% | +8.3% |
| 30D | -0.6% | -31.9% | +31.3% | +10.6% |
| 3M | -16.3% | -34.9% | +18.6% | -5.9% |
| 6M | -33.4% | -60.7% | +27.3% | -13.2% |
| YTD | -20.7% | -29.2% | +8.5% | -16.5% |
| 1Y | +12.9% | -23.6% | +36.6% | +15.2% |
| 3Y | +75.7% | -26.8% | +102.5% | +67.7% |
| All | +75.7% | -28.3% | +104.0% | +67.7% |
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 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