+423.8%
AEM vs LBRT
+33.5%
+390.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.2% |
| 7D | -0.5% | +8.3% | -8.8% | -1.0% |
| 30D | +24.0% | +6.1% | +17.9% | +23.5% |
| 3M | +16.1% | -34.8% | +50.8% | +18.5% |
| 6M | -11.6% | -24.8% | +13.2% | -10.7% |
| YTD | +21.5% | +12.2% | +9.3% | +19.8% |
| 1Y | +39.2% | +94.0% | -54.8% | +32.1% |
| 3Y | +347.4% | +31.3% | +316.2% | +329.3% |
| 5Y | +290.1% | +111.8% | +178.3% | +260.9% |
| All | +423.8% | +33.5% | +390.3% | +325.8% |
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