+86.2%
AEP vs LBRT
+28.1%
+58.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | +0.2% |
| 7D | +2.9% | +9.2% | -6.3% | +2.5% |
| 30D | +3.2% | -27.5% | +30.7% | +4.2% |
| 3M | +3.8% | -37.9% | +41.7% | +5.4% |
| 6M | +2.5% | -60.7% | +63.2% | +5.8% |
| YTD | +15.5% | -28.5% | +44.0% | +15.7% |
| 1Y | +9.6% | -13.2% | +22.8% | +8.8% |
| 3Y | +91.2% | -28.8% | +119.9% | +88.7% |
| All | +86.2% | +28.1% | +58.2% | +75.8% |
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