+13.0%
AMCR vs LBRT
-16.2%
+29.2%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.3% |
| 7D | -4.5% | +13.8% | -18.3% | -5.7% |
| 30D | +4.9% | -32.4% | +37.3% | +8.5% |
| 3M | -4.6% | -39.9% | +35.3% | -0.3% |
| 6M | +15.2% | -60.8% | +76.0% | +25.1% |
| YTD | +9.7% | -29.3% | +39.0% | +10.0% |
| 1Y | +10.5% | -18.9% | +29.4% | +8.7% |
| 3Y | +13.8% | -28.0% | +41.8% | +9.5% |
| 5Y | -9.1% | +26.6% | -35.7% | -21.5% |
| All | +13.0% | -16.2% | +29.2% | -20.6% |
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