+3,833.9%
AMD vs LBRT
+33.5%
+3,800.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.0% | +3.7% | +4.5% |
| 7D | +2.6% | +8.3% | -5.7% | +1.1% |
| 30D | -0.9% | +6.1% | -7.1% | -2.0% |
| 3M | -8.7% | -34.8% | +26.0% | -2.3% |
| 6M | +136.3% | -24.8% | +161.2% | +145.5% |
| YTD | +123.0% | +12.2% | +110.8% | +116.8% |
| 1Y | +195.2% | +94.0% | +101.2% | +159.8% |
| 3Y | +336.3% | +31.3% | +305.1% | +298.7% |
| 5Y | +334.5% | +111.8% | +222.6% | +261.5% |
| All | +3,833.9% | +33.5% | +3,800.4% | +3,158.4% |
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