+33.5%
LBRT vs AEIS
+316.7%
-283.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.4% | -0.9% | +0.3% |
| 7D | +8.7% | +3.0% | +5.8% | +7.1% |
| 30D | +6.6% | -14.6% | +21.3% | +14.6% |
| 3M | -34.5% | -12.4% | -22.0% | -32.3% |
| 6M | -24.5% | -15.0% | -9.5% | -23.5% |
| YTD | +12.7% | +34.3% | -21.6% | -10.9% |
| 1Y | +94.8% | +87.4% | +7.5% | +28.0% |
| 3Y | +31.9% | +139.8% | -107.9% | -27.7% |
| 5Y | +111.8% | +220.7% | -108.9% | -7.2% |
| All | +33.5% | +316.7% | -283.2% | -58.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling