+390.1%
AEM vs LBRT
-22.5%
+412.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.4% | -4.0% | +1.1% |
| 7D | +15.8% | -29.1% | +45.0% | +17.7% |
| 30D | +6.2% | -38.4% | +44.6% | +8.7% |
| 3M | +14.3% | -40.1% | +54.4% | +17.1% |
| 6M | +1.4% | -62.9% | +64.3% | +6.4% |
| YTD | +13.7% | -34.5% | +48.3% | +15.0% |
| 1Y | +21.3% | -30.2% | +51.5% | +22.2% |
| 3Y | +309.9% | -37.5% | +347.4% | +309.5% |
| 5Y | +301.0% | +7.6% | +293.4% | +283.7% |
| All | +390.1% | -22.5% | +412.6% | +309.0% |
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