+3,926.2%
AMD vs LBRT
-14.8%
+3,941.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -11.2% | +12.2% | +3.0% |
| 7D | -15.5% | -25.3% | +9.8% | -11.0% |
| 30D | -22.6% | -32.9% | +10.2% | -16.9% |
| 3M | -5.7% | -33.3% | +27.6% | +1.3% |
| 6M | +43.1% | -61.0% | +104.1% | +67.4% |
| YTD | +128.2% | -28.0% | +156.2% | +140.1% |
| 1Y | +95.5% | -21.5% | +117.0% | +102.3% |
| 3Y | +335.4% | -31.5% | +366.9% | +344.1% |
| 5Y | +255.5% | +12.3% | +243.1% | +229.4% |
| All | +3,926.2% | -14.8% | +3,941.0% | +3,510.7% |
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