+587.3%
AMAT vs LBRT
-22.5%
+609.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.4% | -1.2% | +3.0% |
| 7D | -14.7% | -29.1% | +14.4% | -8.1% |
| 30D | -36.1% | -38.4% | +2.3% | -29.0% |
| 3M | -36.9% | -40.1% | +3.2% | -29.7% |
| 6M | -22.2% | -62.9% | +40.7% | -4.9% |
| YTD | +29.9% | -34.5% | +64.5% | +40.3% |
| 1Y | +43.3% | -30.2% | +73.5% | +52.6% |
| 3Y | +142.7% | -37.5% | +180.1% | +152.3% |
| 5Y | +126.2% | +7.6% | +118.6% | +102.7% |
| All | +587.3% | -22.5% | +609.8% | +395.7% |
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