-76.1%
AAL vs LBRT
+33.5%
-109.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.2% | +1.0% |
| 7D | -3.7% | +8.3% | -12.0% | -5.9% |
| 30D | -20.8% | +6.1% | -26.9% | -22.5% |
| 3M | -1.3% | -34.8% | +33.5% | +8.8% |
| 6M | +5.4% | -24.8% | +30.2% | +9.9% |
| YTD | -14.4% | +12.2% | -26.6% | -21.5% |
| 1Y | +2.1% | +94.0% | -91.9% | -22.6% |
| 3Y | -10.6% | +31.3% | -41.8% | -28.3% |
| 5Y | -32.2% | +111.8% | -144.0% | -57.6% |
| All | -76.1% | +33.5% | -109.6% | -88.4% |
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