+77.2%
AMT vs LBRT
-16.2%
+93.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +8.1% | -8.0% | -0.1% |
| 7D | +0.4% | -11.9% | +12.3% | +0.7% |
| 30D | +3.7% | -31.9% | +35.7% | +4.8% |
| 3M | +10.7% | -34.9% | +45.6% | +11.9% |
| 6M | +9.3% | -60.7% | +69.9% | +12.1% |
| YTD | +10.9% | -29.2% | +40.2% | +11.2% |
| 1Y | +10.5% | -23.6% | +34.2% | +10.4% |
| 3Y | +15.5% | -26.8% | +42.4% | +14.2% |
| 5Y | -20.6% | +16.3% | -36.9% | -23.8% |
| All | +77.2% | -16.2% | +93.3% | +45.8% |
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