+210.4%
AAOI vs LBRT
+38.7%
+171.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.9% | +1.8% | +4.6% |
| 7D | +7.9% | +6.9% | +1.0% | +5.9% |
| 30D | -17.8% | +7.8% | -25.6% | -19.1% |
| 3M | -43.3% | -25.3% | -18.0% | -38.8% |
| 6M | +16.7% | -19.6% | +36.3% | +22.5% |
| YTD | +220.0% | +17.2% | +202.8% | +201.9% |
| 1Y | +372.1% | +114.1% | +258.0% | +282.5% |
| 3Y | +845.3% | +27.0% | +818.3% | +763.9% |
| 5Y | +1,333.8% | +128.3% | +1,205.5% | +1,027.2% |
| All | +210.4% | +38.7% | +171.7% | +120.3% |
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