+65.7%
AMGN vs LBRT
-25.0%
+90.8%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -11.2% | +14.9% | +3.1% |
| 7D | +5.9% | -25.3% | +31.2% | +4.4% |
| 30D | +18.7% | -32.9% | +51.6% | +16.7% |
| 3M | +23.4% | -33.3% | +56.7% | +21.3% |
| 6M | +49.7% | -61.0% | +110.7% | +47.4% |
| YTD | +49.2% | -28.0% | +77.2% | +39.8% |
| 1Y | +65.7% | -21.5% | +87.2% | +51.7% |
| All | +65.7% | -25.0% | +90.8% | +51.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling