+47.6%
AMDL vs LBRT
-38.6%
+86.2%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.3% | +5.4% | +16.9% | +18.7% |
| 7D | -26.2% | -29.1% | +2.9% | -4.9% |
| 30D | -57.1% | -38.4% | -18.7% | -38.9% |
| 3M | -29.8% | -40.1% | +10.2% | +1.5% |
| 6M | -22.2% | -62.9% | +40.7% | +47.5% |
| YTD | +142.1% | -34.5% | +176.6% | +231.3% |
| 1Y | +85.8% | -30.2% | +116.0% | +143.9% |
| All | +47.6% | -38.6% | +86.2% | +93.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling