-18.9%
LBRT vs JAAA
+4.7%
-23.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +13.8% | +0.1% | +13.7% | +13.8% |
| 30D | -32.4% | +0.4% | -32.8% | -32.6% |
| 3M | -39.9% | +1.2% | -41.1% | -40.4% |
| 6M | -60.8% | +2.3% | -63.1% | -61.9% |
| YTD | -29.3% | +4.0% | -33.2% | -32.9% |
| 1Y | -18.9% | +4.8% | -23.7% | -23.5% |
| All | -18.9% | +4.7% | -23.6% | -23.5% |
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