-8.8%
AA vs LBRT
+13.8%
-22.6%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.4% | -1.0% | -3.2% |
| 7D | +1.2% | -15.7% | +16.9% | +6.9% |
| 30D | -5.0% | -34.3% | +29.2% | +9.1% |
| 3M | -22.2% | -40.6% | +18.4% | -7.7% |
| 6M | -36.3% | -62.0% | +25.7% | -12.3% |
| YTD | -24.2% | -31.6% | +7.4% | -18.6% |
| 1Y | +3.9% | -25.8% | +29.7% | +7.3% |
| 3Y | +67.6% | -30.4% | +97.9% | +64.1% |
| 5Y | -8.8% | +18.7% | -27.5% | -26.0% |
| All | -8.8% | +13.8% | -22.6% | -26.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling