+84.5%
AME vs LBRT
+115.1%
-30.7%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | 0.0% | +1.3% |
| 7D | +0.6% | +8.7% | -8.1% | -0.3% |
| 30D | -6.7% | +6.6% | -13.3% | -7.4% |
| 3M | +4.1% | -34.5% | +38.5% | +8.3% |
| 6M | +1.6% | -24.5% | +26.1% | +3.5% |
| YTD | +16.1% | +12.7% | +3.4% | +12.4% |
| 1Y | +27.3% | +94.8% | -67.5% | +14.0% |
| 3Y | +50.9% | +31.9% | +19.0% | +38.7% |
| All | +84.5% | +115.1% | -30.7% | +57.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling