+665.4%
AMAT vs LBRT
-15.3%
+680.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.1% | -3.8% | -3.0% |
| 7D | +11.4% | +9.2% | +2.2% | +9.3% |
| 30D | -17.0% | -27.5% | +10.5% | -11.0% |
| 3M | -30.6% | -37.9% | +7.3% | -23.2% |
| 6M | -14.9% | -60.7% | +45.8% | +2.7% |
| YTD | +44.7% | -28.5% | +73.2% | +53.4% |
| 1Y | +66.9% | -13.2% | +80.1% | +70.1% |
| 3Y | +153.3% | -28.8% | +182.1% | +156.6% |
| 5Y | +146.2% | +28.0% | +118.3% | +113.1% |
| All | +665.4% | -15.3% | +680.7% | +441.9% |
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