+33.5%
LBRT vs AEE
+139.2%
-105.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.5% |
| 7D | +8.7% | +0.3% | +8.4% | +8.6% |
| 30D | +6.6% | -2.3% | +8.9% | +7.4% |
| 3M | -34.5% | +0.2% | -34.7% | -34.9% |
| 6M | -24.5% | -4.7% | -19.7% | -23.7% |
| YTD | +12.7% | +8.1% | +4.6% | +8.1% |
| 1Y | +94.8% | +8.5% | +86.3% | +86.0% |
| 3Y | +31.9% | +48.9% | -17.0% | +8.6% |
| 5Y | +111.8% | +39.9% | +71.9% | +78.9% |
| All | +33.5% | +139.2% | -105.7% | +12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded AEE 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling