+158.0%
AEHR vs LBRT
-28.3%
+186.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.6% | +8.1% | +3.5% | +7.2% |
| 7D | +16.2% | -11.9% | +28.1% | +25.4% |
| 30D | -29.3% | -31.9% | +2.6% | -12.8% |
| 3M | -42.0% | -34.9% | -7.1% | -26.3% |
| 6M | -38.5% | -60.7% | +22.2% | -2.4% |
| YTD | +196.2% | -29.2% | +225.4% | +259.8% |
| 1Y | +144.3% | -23.6% | +167.9% | +188.2% |
| 3Y | +158.0% | -26.8% | +184.9% | +175.8% |
| All | +158.0% | -28.3% | +186.3% | +175.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling