+109.8%
LBRT vs AEE
+40.8%
+69.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +7.3% |
| 3M | -34.5% | +0.2% | -34.7% | -34.9% |
| 6M | -24.5% | -4.7% | -19.7% | -23.8% |
| YTD | +12.7% | +8.1% | +4.6% | +8.3% |
| 1Y | +94.8% | +8.5% | +86.3% | +86.3% |
| 3Y | +31.9% | +48.9% | -17.0% | +8.7% |
| All | +109.8% | +40.8% | +69.1% | +84.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling