-14.8%
AA vs LBRT
+6.0%
-20.8%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.4% | -2.5% | +1.0% |
| 7D | +0.9% | -29.1% | +30.0% | +12.9% |
| 30D | -6.7% | -38.4% | +31.7% | +9.6% |
| 3M | -16.3% | -40.1% | +23.7% | -1.2% |
| 6M | -37.1% | -62.9% | +25.8% | -12.7% |
| YTD | -25.0% | -34.5% | +9.5% | -18.2% |
| 1Y | +8.6% | -30.2% | +38.8% | +14.7% |
| 3Y | +57.2% | -37.5% | +94.7% | +60.8% |
| All | -14.8% | +6.0% | -20.8% | -28.5% |
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