+75.5%
LBRT vs JAAA
+30.2%
+45.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.4% | -3.5% |
| 7D | -15.7% | +0.1% | -15.7% | -15.9% |
| 30D | -34.3% | +0.4% | -34.7% | -35.1% |
| 3M | -40.6% | +1.2% | -41.8% | -42.6% |
| 6M | -62.0% | +2.3% | -64.3% | -64.5% |
| YTD | -31.6% | +3.9% | -35.6% | -39.1% |
| 1Y | -25.8% | +4.8% | -30.6% | -35.5% |
| 3Y | -30.4% | +18.5% | -48.8% | -47.6% |
| 5Y | +18.7% | +27.5% | -8.8% | -16.4% |
| All | +75.5% | +30.2% | +45.3% | +10.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling