+302.2%
AEM vs LBRT
-27.1%
+329.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | 0.0% |
| 7D | -6.8% | +9.2% | -16.0% | -6.9% |
| 30D | +0.8% | -27.5% | +28.3% | +1.0% |
| 3M | -0.8% | -37.9% | +37.0% | -0.4% |
| 6M | -8.5% | -60.7% | +52.2% | -7.8% |
| YTD | +5.9% | -28.5% | +34.4% | +6.2% |
| 1Y | +6.6% | -13.2% | +19.8% | +6.8% |
| 3Y | +302.2% | -28.8% | +331.0% | +309.9% |
| All | +302.2% | -27.1% | +329.3% | +309.9% |
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