+63.1%
AMT vs LBRT
+33.5%
+29.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.5% | -1.1% |
| 7D | -0.2% | +8.7% | -9.0% | -0.5% |
| 30D | +4.6% | +6.6% | -2.0% | +4.4% |
| 3M | -8.4% | -34.5% | +26.0% | -7.4% |
| 6M | -6.0% | -24.5% | +18.5% | -5.5% |
| YTD | +2.1% | +12.7% | -10.6% | +1.1% |
| 1Y | -6.4% | +94.8% | -101.2% | -9.5% |
| 3Y | +8.1% | +31.9% | -23.8% | +4.7% |
| 5Y | -31.9% | +111.8% | -143.8% | -35.9% |
| All | +63.1% | +33.5% | +29.6% | +32.6% |
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