+38.7%
LBRT vs AEE
+141.5%
-102.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.0% | +3.0% | +3.6% |
| 7D | +6.9% | +1.3% | +5.6% | +6.4% |
| 30D | +7.8% | -1.2% | +9.0% | +8.2% |
| 3M | -25.3% | +1.0% | -26.3% | -25.9% |
| 6M | -19.6% | -2.3% | -17.3% | -19.5% |
| YTD | +17.2% | +9.1% | +8.0% | +12.0% |
| 1Y | +114.1% | +10.6% | +103.5% | +102.9% |
| 3Y | +27.0% | +48.5% | -21.5% | +4.8% |
| 5Y | +128.3% | +39.9% | +88.4% | +93.1% |
| All | +38.7% | +141.5% | -102.8% | +16.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling