-97.3%
AMC vs LBRT
-22.5%
-74.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.4% | -3.4% | +0.4% |
| 7D | +2.6% | -29.1% | +31.8% | +12.5% |
| 30D | +9.0% | -38.4% | +47.4% | +24.2% |
| 3M | +22.2% | -40.1% | +62.2% | +38.9% |
| 6M | +91.5% | -62.9% | +154.4% | +146.9% |
| YTD | +101.3% | -34.5% | +135.8% | +109.9% |
| 1Y | +20.8% | -30.2% | +51.0% | +22.6% |
| 3Y | -71.3% | -37.5% | -33.9% | -72.5% |
| 5Y | -99.2% | +7.6% | -106.8% | -99.5% |
| All | -97.3% | -22.5% | -74.8% | -98.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling