+3,598.8%
AMD vs LBRT
-22.5%
+3,621.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +5.4% | +5.7% | +10.0% |
| 7D | -11.0% | -29.1% | +18.1% | -5.1% |
| 30D | -30.5% | -38.4% | +7.9% | -23.8% |
| 3M | -8.2% | -40.1% | +31.8% | +0.9% |
| 6M | +6.6% | -62.9% | +69.5% | +26.5% |
| YTD | +109.7% | -34.5% | +144.2% | +125.4% |
| 1Y | +88.9% | -30.2% | +119.1% | +100.5% |
| 3Y | +301.8% | -37.5% | +339.3% | +318.5% |
| 5Y | +229.4% | +7.6% | +221.8% | +209.8% |
| All | +3,598.8% | -22.5% | +3,621.3% | +3,288.7% |
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