+147.9%
AEP vs LBRT
+38.7%
+109.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.9% | -3.2% | +0.6% |
| 7D | +2.0% | +6.9% | -4.9% | +1.8% |
| 30D | +0.5% | +7.8% | -7.3% | +0.2% |
| 3M | -0.3% | -25.3% | +24.9% | +0.4% |
| 6M | -3.5% | -19.6% | +16.1% | -3.1% |
| YTD | +11.3% | +17.2% | -5.9% | +10.1% |
| 1Y | +20.2% | +114.1% | -93.8% | +16.3% |
| 3Y | +79.8% | +27.0% | +52.8% | +75.4% |
| 5Y | +65.6% | +128.3% | -62.7% | +56.9% |
| All | +147.9% | +38.7% | +109.2% | +107.0% |
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