+2,874.5%
AEHR vs LBRT
+33.5%
+2,841.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.1% | +1.5% | +11.6% | +12.7% |
| 7D | +6.7% | +8.7% | -2.0% | +4.2% |
| 30D | -12.7% | +6.6% | -19.3% | -13.8% |
| 3M | -26.0% | -34.5% | +8.5% | -16.6% |
| 6M | +102.2% | -24.5% | +126.7% | +118.0% |
| YTD | +327.2% | +12.7% | +314.5% | +316.1% |
| 1Y | +228.1% | +94.8% | +133.3% | +175.8% |
| 3Y | +67.0% | +31.9% | +35.2% | +50.4% |
| 5Y | +928.1% | +111.8% | +816.3% | +728.9% |
| All | +2,874.5% | +33.5% | +2,841.0% | +1,930.6% |
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