+94.0%
LBRT vs JAAA
+4.9%
+89.1%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +1.0% | +0.7% |
| 7D | +8.3% | +0.2% | +8.1% | +7.4% |
| 30D | +6.1% | +0.5% | +5.6% | +3.7% |
| 3M | -34.8% | +1.3% | -36.0% | -38.9% |
| 6M | -24.8% | +2.7% | -27.5% | -35.7% |
| YTD | +12.2% | +3.2% | +9.0% | -10.2% |
| 1Y | +94.0% | +4.9% | +89.1% | +27.4% |
| All | +94.0% | +4.9% | +89.1% | +27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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