+3,231.1%
AMD vs LBRT
-26.4%
+3,257.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -13.7% | -3.6% | -14.7% |
| 7D | -28.6% | -34.8% | +6.2% | -22.6% |
| 30D | -37.7% | -43.6% | +5.9% | -30.7% |
| 3M | -16.1% | -41.2% | +25.1% | -7.4% |
| 6M | +13.8% | -66.1% | +79.9% | +37.1% |
| YTD | +88.8% | -37.9% | +126.7% | +104.8% |
| 1Y | +57.8% | -33.9% | +91.6% | +69.0% |
| 3Y | +260.3% | -40.9% | +301.1% | +278.9% |
| 5Y | +196.6% | +2.1% | +194.5% | +181.5% |
| All | +3,231.1% | -26.4% | +3,257.6% | +2,979.9% |
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