+225.1%
AME vs LBRT
-22.5%
+247.6%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.4% | -2.8% | +1.8% |
| 7D | -5.2% | -29.1% | +24.0% | -0.6% |
| 30D | -8.0% | -38.4% | +30.4% | -1.8% |
| 3M | -8.9% | -40.1% | +31.2% | -2.6% |
| 6M | -5.0% | -62.9% | +57.9% | +7.7% |
| YTD | +11.9% | -34.5% | +46.4% | +15.8% |
| 1Y | +16.6% | -30.2% | +46.8% | +19.3% |
| 3Y | +62.5% | -37.5% | +99.9% | +62.7% |
| 5Y | +67.6% | +7.6% | +60.0% | +48.5% |
| All | +225.1% | -22.5% | +247.6% | +148.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling