+181.3%
AMGN vs LBRT
+38.7%
+142.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +3.9% | -14.0% | -10.3% |
| 7D | -10.3% | +6.9% | -17.2% | -10.7% |
| 30D | -3.8% | +7.8% | -11.6% | -4.3% |
| 3M | +14.4% | -25.3% | +39.6% | +15.9% |
| 6M | +7.8% | -19.6% | +27.4% | +8.5% |
| YTD | +22.6% | +17.2% | +5.4% | +20.0% |
| 1Y | +44.2% | +114.1% | -69.9% | +34.8% |
| 3Y | +65.8% | +27.0% | +38.8% | +57.9% |
| 5Y | +108.0% | +128.3% | -20.3% | +85.4% |
| All | +181.3% | +38.7% | +142.6% | +134.5% |
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