+12.9%
AMCR vs LBRT
+33.5%
-20.5%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.3% |
| 7D | -1.9% | +8.3% | -10.1% | -2.7% |
| 30D | -4.1% | +6.1% | -10.2% | -4.9% |
| 3M | +21.7% | -34.8% | +56.4% | +26.4% |
| 6M | +1.5% | -24.8% | +26.3% | +3.1% |
| YTD | +13.1% | +12.2% | +0.9% | +9.0% |
| 1Y | +13.0% | +94.0% | -81.0% | +0.4% |
| 3Y | +6.9% | +31.3% | -24.4% | -3.2% |
| 5Y | -10.5% | +111.8% | -122.3% | -26.7% |
| All | +12.9% | +33.5% | -20.5% | -23.7% |
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 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