+154.6%
AEP vs LBRT
-19.0%
+173.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.4% | +3.8% | +0.5% |
| 7D | -0.8% | -15.7% | +14.9% | -0.3% |
| 30D | +4.9% | -34.3% | +39.2% | +6.1% |
| 3M | +4.9% | -40.6% | +45.5% | +6.4% |
| 6M | -0.3% | -62.0% | +61.7% | +2.5% |
| YTD | +14.3% | -31.6% | +45.9% | +14.9% |
| 1Y | +7.5% | -25.8% | +33.3% | +7.7% |
| 3Y | +82.6% | -30.4% | +113.0% | +81.5% |
| 5Y | +81.5% | +18.7% | +62.8% | +75.5% |
| All | +154.6% | -19.0% | +173.6% | +115.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling