+95.0%
AMDL vs LBRT
+5.3%
+89.8%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +1.0% | +8.2% | +8.6% |
| 7D | +4.5% | +8.3% | -3.7% | -0.2% |
| 30D | -4.4% | +6.1% | -10.5% | -7.7% |
| 3M | -30.5% | -34.8% | +4.3% | -11.5% |
| 6M | +300.9% | -24.8% | +325.7% | +357.2% |
| YTD | +219.9% | +12.2% | +207.7% | +197.7% |
| 1Y | +374.7% | +94.0% | +280.7% | +212.2% |
| All | +95.0% | +5.3% | +89.8% | +74.1% |
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