-26.0%
AEHR vs LBRT
-31.6%
+5.6%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.1% | +1.5% | +11.6% | +11.7% |
| 7D | +6.7% | +8.7% | -2.0% | -1.4% |
| 30D | -12.7% | +6.6% | -19.3% | -15.7% |
| 3M | -26.0% | -34.5% | +8.5% | +18.9% |
| All | -26.0% | -31.6% | +5.6% | +18.9% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling