+16.3%
LBRT vs AEIS
+144.8%
-128.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +11.3% | -3.2% | +3.3% |
| 7D | -11.9% | +1.0% | -12.9% | -12.0% |
| 30D | -31.9% | -24.0% | -7.9% | -23.9% |
| 3M | -34.9% | -32.5% | -2.4% | -24.2% |
| 6M | -60.7% | -38.6% | -22.1% | -53.5% |
| YTD | -29.2% | +4.8% | -34.1% | -35.3% |
| 1Y | -23.6% | +1.3% | -25.0% | -29.1% |
| 3Y | -26.8% | +159.2% | -186.1% | -54.9% |
| 5Y | +16.3% | +140.8% | -124.5% | -28.0% |
| All | +16.3% | +144.8% | -128.5% | -28.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling