-99.3%
AMC vs LBRT
+1.0%
-100.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -13.7% | +1.2% | -10.7% |
| 7D | 0.0% | -34.8% | +34.8% | +5.4% |
| 30D | +4.4% | -43.6% | +48.0% | +12.1% |
| 3M | +15.4% | -41.2% | +56.6% | +22.6% |
| 6M | +93.7% | -66.1% | +159.8% | +121.9% |
| YTD | +97.4% | -37.9% | +135.3% | +100.5% |
| 1Y | +23.2% | -33.9% | +57.1% | +23.3% |
| 3Y | -71.3% | -40.9% | -30.4% | -71.7% |
| 5Y | -99.3% | +2.1% | -101.4% | -99.3% |
| All | -99.3% | +1.0% | -100.3% | -99.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling