-97.7%
AMC vs LBRT
+33.5%
-131.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-04 to 2026-09-04.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.5% | +2.9% | +3.9% |
| 7D | +2.3% | +8.7% | -6.4% | -0.2% |
| 30D | -0.7% | +6.6% | -7.4% | -3.3% |
| 3M | +35.2% | -34.5% | +69.7% | +50.0% |
| 6M | +124.6% | -24.5% | +149.1% | +134.2% |
| YTD | +69.9% | +12.7% | +57.1% | +53.4% |
| 1Y | -2.6% | +94.8% | -97.4% | -29.1% |
| 3Y | -79.8% | +31.9% | -111.6% | -84.5% |
| 5Y | -99.4% | +111.8% | -211.2% | -99.7% |
| All | -97.7% | +33.5% | -131.2% | -99.0% |
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 2016-09-04 to 2026-09-04: 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…
2016-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling