+38.7%
LBRT vs AEIS
+328.3%
-289.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +2.8% | +1.2% | +2.6% |
| 7D | +6.9% | +8.1% | -1.2% | +2.9% |
| 30D | +7.8% | -11.1% | +18.9% | +13.6% |
| 3M | -25.3% | -5.6% | -19.6% | -25.6% |
| 6M | -19.6% | -0.6% | -18.9% | -24.6% |
| YTD | +17.2% | +38.0% | -20.9% | -8.6% |
| 1Y | +114.1% | +87.2% | +26.8% | +41.0% |
| 3Y | +27.0% | +179.7% | -152.7% | -35.5% |
| 5Y | +128.3% | +241.7% | -113.4% | -3.5% |
| All | +38.7% | +328.3% | -289.6% | -57.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling