+234.9%
AMGN vs LBRT
-16.4%
+251.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.3% | -2.7% | +0.4% |
| 7D | -2.2% | -1.9% | -0.3% | -2.1% |
| 30D | +12.1% | -32.0% | +44.1% | +14.2% |
| 3M | +13.6% | -39.7% | +53.3% | +16.5% |
| 6M | +43.9% | -61.1% | +105.0% | +51.0% |
| YTD | +45.9% | -29.4% | +75.3% | +46.5% |
| 1Y | +42.1% | -24.5% | +66.6% | +41.9% |
| 3Y | +91.6% | -28.1% | +119.7% | +88.0% |
| 5Y | +158.5% | +23.9% | +134.6% | +139.0% |
| All | +234.9% | -16.4% | +251.3% | +186.4% |
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