-97.0%
AMC vs LBRT
-19.0%
-78.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.4% | +5.2% | +2.8% |
| 7D | +5.5% | -15.7% | +21.2% | +10.5% |
| 30D | +16.1% | -34.3% | +50.4% | +29.8% |
| 3M | +43.0% | -40.6% | +83.6% | +63.4% |
| 6M | +130.7% | -62.0% | +192.7% | +195.6% |
| YTD | +121.8% | -31.6% | +153.4% | +128.4% |
| 1Y | +40.7% | -25.8% | +66.4% | +40.1% |
| 3Y | -56.8% | -30.4% | -26.4% | -60.0% |
| 5Y | -99.1% | +18.7% | -117.8% | -99.4% |
| All | -97.0% | -19.0% | -78.0% | -98.5% |
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