-26.8%
LBRT vs AEE
+59.5%
-86.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +1.0% | +7.1% | +8.0% |
| 7D | -11.9% | +2.3% | -14.3% | -12.1% |
| 30D | -31.9% | +11.6% | -43.5% | -32.8% |
| 3M | -34.9% | +5.5% | -40.4% | -35.2% |
| 6M | -60.7% | +6.0% | -66.7% | -61.0% |
| YTD | -29.2% | +16.6% | -45.8% | -31.6% |
| 1Y | -23.6% | +12.1% | -35.7% | -25.5% |
| 3Y | -26.8% | +64.2% | -91.1% | -37.0% |
| All | -26.8% | +59.5% | -86.4% | -37.0% |
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