+67.6%
AEP vs LBRT
+115.1%
-47.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.6% | -0.2% |
| 7D | +1.8% | +8.7% | -6.9% | +1.5% |
| 30D | -0.8% | +6.6% | -7.4% | -1.1% |
| 3M | -1.8% | -34.5% | +32.6% | -0.5% |
| 6M | -5.4% | -24.5% | +19.1% | -4.7% |
| YTD | +10.4% | +12.7% | -2.3% | +9.2% |
| 1Y | +18.2% | +94.8% | -76.7% | +14.0% |
| 3Y | +79.0% | +31.9% | +47.1% | +72.5% |
| All | +67.6% | +115.1% | -47.5% | +56.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling