+117.1%
AMAT vs LBRT
+1.0%
+116.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -13.7% | +0.1% | -10.0% |
| 7D | -24.3% | -34.8% | +10.5% | -15.7% |
| 30D | -39.8% | -43.6% | +3.8% | -30.5% |
| 3M | -40.2% | -41.2% | +1.1% | -31.9% |
| 6M | -22.1% | -66.1% | +44.0% | 0.0% |
| YTD | +24.7% | -37.9% | +62.5% | +38.3% |
| 1Y | +33.3% | -33.9% | +67.1% | +45.6% |
| 3Y | +133.9% | -40.9% | +174.7% | +148.4% |
| 5Y | +117.1% | +2.1% | +115.0% | +95.9% |
| All | +117.1% | +1.0% | +116.1% | +95.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling