+126.7%
AMAT vs LBRT
+6.0%
+120.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.4% | -1.2% | +2.8% |
| 7D | -14.7% | -29.1% | +14.4% | -7.0% |
| 30D | -36.1% | -38.4% | +2.3% | -27.9% |
| 3M | -36.9% | -40.1% | +3.2% | -28.5% |
| 6M | -22.2% | -62.9% | +40.7% | -2.2% |
| YTD | +29.9% | -34.5% | +64.5% | +42.2% |
| 1Y | +43.3% | -30.2% | +73.5% | +54.4% |
| 3Y | +142.7% | -37.5% | +180.1% | +154.1% |
| All | +126.7% | +6.0% | +120.7% | +106.0% |
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 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