+137.7%
AMDL vs LBRT
-17.1%
+154.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.6% | +1.1% | -18.7% | -18.6% |
| 7D | +37.2% | +9.2% | +28.0% | +27.8% |
| 30D | -24.0% | -27.5% | +3.5% | +2.8% |
| 3M | -1.0% | -37.9% | +36.9% | +50.3% |
| 6M | -3.2% | -60.7% | +57.5% | +94.3% |
| YTD | +232.2% | -28.5% | +260.7% | +309.0% |
| 1Y | +137.7% | -13.2% | +150.9% | +132.4% |
| All | +137.7% | -17.1% | +154.9% | +132.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling