+77.0%
AMT vs LBRT
-22.5%
+99.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +5.4% | -8.1% | -2.8% |
| 7D | +0.5% | -29.1% | +29.7% | +1.5% |
| 30D | +13.6% | -38.4% | +52.0% | +15.1% |
| 3M | +11.5% | -40.1% | +51.5% | +13.0% |
| 6M | +6.9% | -62.9% | +69.8% | +9.9% |
| YTD | +10.8% | -34.5% | +45.3% | +11.4% |
| 1Y | +10.3% | -30.2% | +40.5% | +10.5% |
| 3Y | +12.4% | -37.5% | +49.9% | +11.7% |
| 5Y | -20.1% | +7.6% | -27.7% | -23.1% |
| All | +77.0% | -22.5% | +99.4% | +46.0% |
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 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