+232.9%
AMGN vs LBRT
-16.2%
+249.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +8.1% | -7.1% | +0.6% |
| 7D | 0.0% | -11.9% | +11.9% | +0.5% |
| 30D | +12.1% | -31.9% | +44.1% | +14.3% |
| 3M | +13.9% | -34.9% | +48.7% | +16.1% |
| 6M | +42.1% | -60.7% | +102.8% | +49.0% |
| YTD | +45.0% | -29.2% | +74.3% | +45.6% |
| 1Y | +49.3% | -23.6% | +72.9% | +49.0% |
| 3Y | +92.8% | -26.8% | +119.6% | +89.0% |
| 5Y | +156.7% | +16.3% | +140.4% | +138.5% |
| All | +232.9% | -16.2% | +249.1% | +184.6% |
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