+92.1%
AMDL vs LBRT
-35.9%
+128.0%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.4% | +6.1% | +5.0% |
| 7D | +5.4% | -15.7% | +21.1% | +21.7% |
| 30D | -36.6% | -34.3% | -2.4% | -13.0% |
| 3M | -1.0% | -40.6% | +39.7% | +44.9% |
| 6M | -12.1% | -62.0% | +49.9% | +64.1% |
| YTD | +215.1% | -31.6% | +246.7% | +321.5% |
| 1Y | +130.4% | -25.8% | +156.2% | +192.7% |
| All | +92.1% | -35.9% | +128.0% | +146.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling