-28.8%
AA vs LBRT
-26.4%
-2.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -13.7% | +8.4% | -0.3% |
| 7D | -3.7% | -34.8% | +31.1% | +11.3% |
| 30D | -10.8% | -43.6% | +32.8% | +8.4% |
| 3M | -19.1% | -41.2% | +22.2% | -3.7% |
| 6M | -38.7% | -66.1% | +27.4% | -12.2% |
| YTD | -27.1% | -37.9% | +10.7% | -18.4% |
| 1Y | +8.3% | -33.9% | +42.2% | +17.8% |
| 3Y | +49.6% | -40.9% | +90.4% | +57.4% |
| 5Y | -15.5% | +2.1% | -17.6% | -31.1% |
| All | -28.8% | -26.4% | -2.3% | -52.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling