-74.3%
AAL vs LBRT
-16.2%
-58.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +8.1% | -0.7% | +5.3% |
| 7D | +8.3% | -11.9% | +20.2% | +11.4% |
| 30D | +11.0% | -31.9% | +42.9% | +21.3% |
| 3M | -11.2% | -34.9% | +23.7% | -2.5% |
| 6M | +6.1% | -60.7% | +66.7% | +31.3% |
| YTD | -7.6% | -29.2% | +21.6% | -5.8% |
| 1Y | +3.7% | -23.6% | +27.4% | +2.7% |
| 3Y | +20.5% | -26.8% | +47.4% | +12.4% |
| 5Y | -36.4% | +16.3% | -52.7% | -53.0% |
| All | -74.3% | -16.2% | -58.1% | -86.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling