+95.0%
AMDL vs LBRT
+5.7%
+89.3%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +1.5% | +7.7% | +8.3% |
| 7D | +4.5% | +8.7% | -4.2% | -0.5% |
| 30D | -4.4% | +6.6% | -11.0% | -7.9% |
| 3M | -30.5% | -34.5% | +4.0% | -11.7% |
| 6M | +300.9% | -24.5% | +325.4% | +356.1% |
| YTD | +219.9% | +12.7% | +207.2% | +196.9% |
| 1Y | +374.7% | +94.8% | +279.9% | +211.4% |
| All | +95.0% | +5.7% | +89.3% | +73.6% |
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