+17.7%
AMCR vs LBRT
-33.7%
+51.3%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +5.4% | -7.5% | -2.2% |
| 7D | -5.3% | -29.1% | +23.8% | -5.1% |
| 30D | +8.7% | -38.4% | +47.1% | +9.2% |
| 3M | -3.3% | -40.1% | +36.8% | -2.9% |
| 6M | +15.1% | -62.9% | +78.0% | +17.4% |
| YTD | +12.4% | -34.5% | +46.9% | +9.4% |
| 1Y | +15.8% | -30.2% | +46.0% | +11.9% |
| All | +17.7% | -33.7% | +51.3% | +8.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling