+78.5%
AME vs LBRT
+22.2%
+56.3%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.3% | -2.7% | +0.2% |
| 7D | +1.1% | -1.9% | +3.0% | +1.3% |
| 30D | -4.1% | -32.0% | +28.0% | 0.0% |
| 3M | -6.3% | -39.7% | +33.3% | -1.2% |
| 6M | +3.5% | -61.1% | +64.6% | +14.1% |
| YTD | +17.3% | -29.4% | +46.7% | +19.1% |
| 1Y | +22.0% | -24.5% | +46.5% | +22.7% |
| 3Y | +62.0% | -28.1% | +90.1% | +58.7% |
| 5Y | +78.5% | +23.9% | +54.6% | +64.1% |
| All | +78.5% | +22.2% | +56.3% | +64.1% |
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