-99.8%
AMIX vs LBRT
+9.6%
-109.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.0% | -3.0% | -2.2% |
| 7D | -13.7% | +8.3% | -22.0% | -15.9% |
| 30D | -62.1% | +6.1% | -68.2% | -63.0% |
| 3M | -46.2% | -34.8% | -11.4% | -44.1% |
| 6M | -46.4% | -24.8% | -21.6% | -45.6% |
| YTD | -60.3% | +12.2% | -72.5% | -62.0% |
| 1Y | -79.7% | +94.0% | -173.7% | -82.0% |
| All | -99.8% | +9.6% | -109.4% | -99.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling