+69.5%
AME vs LBRT
+6.0%
+63.5%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.4% | -2.8% | +1.9% |
| 7D | -5.2% | -29.1% | +24.0% | -1.4% |
| 30D | -8.0% | -38.4% | +30.4% | -3.0% |
| 3M | -8.9% | -40.1% | +31.2% | -3.7% |
| 6M | -5.0% | -62.9% | +57.9% | +5.4% |
| YTD | +11.9% | -34.5% | +46.4% | +14.7% |
| 1Y | +16.6% | -30.2% | +46.8% | +18.5% |
| 3Y | +62.5% | -37.5% | +99.9% | +61.7% |
| All | +69.5% | +6.0% | +63.5% | +59.0% |
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