+61.4%
AMAT vs LBRT
-25.0%
+86.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -11.2% | +7.9% | +0.8% |
| 7D | -11.2% | -25.3% | +14.1% | -1.7% |
| 30D | -31.9% | -32.9% | +1.0% | -22.0% |
| 3M | -32.3% | -33.3% | +1.0% | -22.6% |
| 6M | -5.4% | -61.0% | +55.6% | +26.8% |
| YTD | +44.3% | -28.0% | +72.3% | +50.8% |
| 1Y | +61.4% | -21.5% | +82.9% | +59.5% |
| All | +61.4% | -25.0% | +86.4% | +59.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling