+12.4%
AA vs LBRT
+114.2%
-101.8%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.0% | -3.1% | -2.5% |
| 7D | -0.7% | +8.3% | -9.0% | -3.6% |
| 30D | +5.0% | +6.1% | -1.1% | +2.4% |
| 3M | -35.8% | -34.8% | -1.1% | -26.0% |
| 6M | -18.4% | -24.8% | +6.4% | -12.1% |
| YTD | -5.5% | +12.2% | -17.7% | -13.8% |
| 1Y | +61.0% | +94.0% | -33.0% | +13.1% |
| 3Y | +66.2% | +31.3% | +34.9% | +28.2% |
| All | +12.4% | +114.2% | -101.8% | -26.8% |
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 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