-21.5%
LBRT vs AEIS
+6.2%
-27.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.2% | -11.1% | -0.1% | -7.1% |
| 7D | -25.3% | -12.7% | -12.6% | -21.5% |
| 30D | -32.9% | -28.8% | -4.0% | -24.6% |
| 3M | -33.3% | -38.0% | +4.7% | -22.3% |
| 6M | -61.0% | -45.3% | -15.7% | -53.8% |
| YTD | -28.0% | +1.1% | -29.2% | -34.1% |
| 1Y | -21.5% | +8.6% | -30.1% | -29.6% |
| All | -21.5% | +6.2% | -27.8% | -29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 1y: compounded portfolio wealth divided by compounded AEIS 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…
1y analysis · Full analysis span regression · 6 months rolling