-97.1%
AMC vs LBRT
-16.2%
-80.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.5% | -2.4% |
| 7D | +8.4% | +13.8% | -5.4% | +4.4% |
| 30D | +9.2% | -32.4% | +41.5% | +21.0% |
| 3M | +32.0% | -39.9% | +71.9% | +50.3% |
| 6M | +149.3% | -60.8% | +210.1% | +216.5% |
| YTD | +114.1% | -29.3% | +143.4% | +118.2% |
| 1Y | +35.8% | -18.9% | +54.6% | +31.7% |
| 3Y | -58.3% | -28.0% | -30.3% | -61.8% |
| 5Y | -99.2% | +26.6% | -125.7% | -99.4% |
| All | -97.1% | -16.2% | -80.8% | -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