+309.9%
AEM vs LBRT
-38.0%
+347.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.4% | -4.0% | +1.3% |
| 7D | +15.8% | -29.1% | +45.0% | +16.1% |
| 30D | +6.2% | -38.4% | +44.6% | +6.6% |
| 3M | +14.3% | -40.1% | +54.4% | +14.8% |
| 6M | +1.4% | -62.9% | +64.3% | +2.4% |
| YTD | +13.7% | -34.5% | +48.3% | +14.1% |
| 1Y | +21.3% | -30.2% | +51.5% | +21.6% |
| 3Y | +309.9% | -37.5% | +347.4% | +321.1% |
| All | +309.9% | -38.0% | +347.9% | +321.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT 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 3y: compounded portfolio wealth divided by compounded LBRT 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…
3y analysis · Full analysis span regression · 6 months rolling