+413.8%
AEM vs LBRT
-16.2%
+429.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +8.1% | -3.3% | +4.4% |
| 7D | +17.8% | -11.9% | +29.8% | +18.4% |
| 30D | +6.2% | -31.9% | +38.2% | +8.2% |
| 3M | +12.5% | -34.9% | +47.4% | +14.7% |
| 6M | +4.4% | -60.7% | +65.1% | +9.3% |
| YTD | +19.2% | -29.2% | +48.4% | +20.1% |
| 1Y | +25.5% | -23.6% | +49.1% | +25.8% |
| 3Y | +346.4% | -26.8% | +373.3% | +341.8% |
| 5Y | +305.7% | +16.3% | +289.3% | +286.6% |
| All | +413.8% | -16.2% | +429.9% | +326.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling