+61.1%
AME vs LBRT
-30.4%
+91.5%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.4% | +3.4% | +0.5% |
| 7D | -4.1% | -15.7% | +11.5% | -2.1% |
| 30D | -4.1% | -34.3% | +30.1% | +0.6% |
| 3M | -5.6% | -40.6% | +35.0% | +0.1% |
| 6M | +2.8% | -62.0% | +64.8% | +14.5% |
| YTD | +16.6% | -31.6% | +48.2% | +18.4% |
| 1Y | +21.1% | -25.8% | +46.9% | +21.2% |
| 3Y | +61.1% | -30.4% | +91.5% | +60.2% |
| All | +61.1% | -30.4% | +91.5% | +60.2% |
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 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