+173.4%
AVAV vs LBRT
+33.5%
+140.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.0% | -2.8% | -1.9% |
| 7D | -2.2% | +8.3% | -10.5% | -3.6% |
| 30D | -13.9% | +6.1% | -20.1% | -14.8% |
| 3M | -29.2% | -34.8% | +5.5% | -24.5% |
| 6M | -36.1% | -24.8% | -11.3% | -34.2% |
| YTD | -40.2% | +12.2% | -52.4% | -43.2% |
| 1Y | -36.2% | +94.0% | -130.2% | -46.2% |
| 3Y | +47.5% | +31.3% | +16.2% | +29.1% |
| 5Y | +39.3% | +111.8% | -72.6% | +6.6% |
| All | +173.4% | +33.5% | +140.0% | +86.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling