+43.3%
AMAT vs LBRT
-31.1%
+74.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.4% | -1.2% | +2.1% |
| 7D | -14.7% | -29.1% | +14.4% | -3.4% |
| 30D | -36.1% | -38.4% | +2.3% | -24.1% |
| 3M | -36.9% | -40.1% | +3.2% | -24.6% |
| 6M | -22.2% | -62.9% | +40.7% | +7.0% |
| YTD | +29.9% | -34.5% | +64.5% | +42.1% |
| 1Y | +43.3% | -30.2% | +73.5% | +51.0% |
| All | +43.3% | -31.1% | +74.4% | +51.0% |
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 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