+244.2%
AME vs LBRT
-15.3%
+259.6%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.6% | +0.3% |
| 7D | +5.9% | +9.2% | -3.3% | +4.5% |
| 30D | -1.9% | -27.5% | +25.6% | +2.3% |
| 3M | -5.4% | -37.9% | +32.5% | +0.7% |
| 6M | +4.9% | -60.7% | +65.6% | +18.0% |
| YTD | +18.5% | -28.5% | +47.0% | +21.0% |
| 1Y | +25.5% | -13.2% | +38.7% | +24.4% |
| 3Y | +63.0% | -28.8% | +91.8% | +60.2% |
| 5Y | +78.3% | +28.0% | +50.4% | +53.9% |
| All | +244.2% | -15.3% | +259.6% | +159.2% |
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