+123.5%
LBRT vs JAAA
+4.9%
+118.7%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.1% | +3.0% |
| 7D | +10.2% | +0.1% | +10.1% | +9.6% |
| 30D | +4.9% | +0.5% | +4.4% | +2.6% |
| 3M | -21.2% | +1.2% | -22.5% | -26.6% |
| 6M | -19.9% | +2.7% | -22.7% | -33.0% |
| YTD | +20.8% | +3.2% | +17.6% | -6.1% |
| 1Y | +123.5% | +4.8% | +118.7% | +31.3% |
| All | +123.5% | +4.9% | +118.7% | +31.3% |
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