+7.9%
AMCR vs LBRT
+43.0%
-35.1%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.1% | -5.8% | -3.1% |
| 7D | -6.3% | +10.2% | -16.5% | -7.3% |
| 30D | -7.1% | +4.9% | -12.0% | -7.7% |
| 3M | +12.7% | -21.2% | +33.9% | +14.7% |
| 6M | +5.2% | -19.9% | +25.1% | +6.1% |
| YTD | +8.1% | +20.8% | -12.7% | +3.3% |
| 1Y | +10.0% | +123.5% | -113.5% | -3.9% |
| 3Y | +6.6% | +30.9% | -24.3% | -3.2% |
| 5Y | -11.4% | +136.3% | -147.7% | -28.4% |
| All | +7.9% | +43.0% | -35.1% | -27.7% |
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