+10.8%
AEP vs LBRT
-25.0%
+35.8%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -11.2% | +10.7% | -0.5% |
| 7D | +0.8% | -25.3% | +26.1% | +0.6% |
| 30D | +7.9% | -32.9% | +40.8% | +7.8% |
| 3M | +1.5% | -33.3% | +34.8% | +1.4% |
| 6M | -2.6% | -61.0% | +58.4% | -2.5% |
| YTD | +14.7% | -28.0% | +42.7% | +13.9% |
| 1Y | +10.8% | -21.5% | +32.3% | +10.5% |
| All | +10.8% | -25.0% | +35.8% | +10.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling