-96.9%
AMC vs LBRT
-14.8%
-82.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -11.2% | +18.5% | +10.6% |
| 7D | +17.7% | -25.3% | +43.1% | +26.9% |
| 30D | +26.2% | -32.9% | +59.0% | +40.0% |
| 3M | +31.3% | -33.3% | +64.7% | +44.4% |
| 6M | +142.8% | -61.0% | +203.7% | +207.9% |
| YTD | +125.6% | -28.0% | +153.6% | +128.5% |
| 1Y | +40.2% | -21.5% | +61.7% | +37.2% |
| 3Y | -67.2% | -31.5% | -35.7% | -69.3% |
| 5Y | -99.1% | +12.3% | -111.5% | -99.4% |
| All | -96.9% | -14.8% | -82.2% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling