+839.3%
AMAT vs LBRT
+33.5%
+805.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.0% | +3.3% | +4.1% |
| 7D | -1.5% | +8.3% | -9.8% | -3.2% |
| 30D | -14.8% | +6.1% | -20.9% | -16.0% |
| 3M | -9.3% | -34.8% | +25.5% | -1.7% |
| 6M | +27.4% | -24.8% | +52.2% | +33.3% |
| YTD | +77.6% | +12.2% | +65.3% | +70.8% |
| 1Y | +188.9% | +94.0% | +95.0% | +146.2% |
| 3Y | +202.3% | +31.3% | +171.0% | +168.1% |
| 5Y | +248.9% | +111.8% | +137.1% | +168.8% |
| All | +839.3% | +33.5% | +805.9% | +503.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling