+78.5%
AME vs LBRT
+28.1%
+50.5%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.6% | +0.3% |
| 7D | +5.9% | +9.2% | -3.3% | +4.7% |
| 30D | -1.9% | -27.5% | +25.6% | +1.5% |
| 3M | -5.4% | -37.9% | +32.5% | -0.5% |
| 6M | +4.9% | -60.7% | +65.6% | +15.5% |
| YTD | +18.5% | -28.5% | +47.0% | +20.2% |
| 1Y | +25.5% | -13.2% | +38.7% | +24.0% |
| 3Y | +63.0% | -28.8% | +91.8% | +59.8% |
| All | +78.5% | +28.1% | +50.5% | +62.3% |
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