+16.3%
LBRT vs JAAA
+27.4%
-11.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | 0.0% | +8.1% | +8.1% |
| 7D | -11.9% | +0.1% | -12.0% | -12.1% |
| 30D | -31.9% | +0.4% | -32.3% | -32.9% |
| 3M | -34.9% | +1.1% | -36.0% | -37.3% |
| 6M | -60.7% | +2.3% | -62.9% | -63.6% |
| YTD | -29.2% | +3.9% | -33.1% | -37.8% |
| 1Y | -23.6% | +4.8% | -28.4% | -34.9% |
| 3Y | -26.8% | +18.4% | -45.3% | -47.4% |
| 5Y | +16.3% | +27.4% | -11.1% | -24.0% |
| All | +16.3% | +27.4% | -11.1% | -24.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling