+27.0%
LBRT vs AEE
+48.6%
-21.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.2% | +3.7% | +3.9% |
| 7D | +6.9% | +0.6% | +6.3% | +6.8% |
| 30D | +7.8% | -1.9% | +9.7% | +8.1% |
| 3M | -25.3% | +0.3% | -25.6% | -25.6% |
| 6M | -19.6% | -3.0% | -16.6% | -19.5% |
| YTD | +17.2% | +8.4% | +8.8% | +14.0% |
| 1Y | +114.1% | +9.8% | +104.3% | +106.7% |
| 3Y | +27.0% | +47.4% | -20.4% | +9.9% |
| All | +27.0% | +48.6% | -21.6% | +9.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling