+42.1%
AMGN vs LBRT
-23.4%
+65.5%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.3% | -2.7% | +0.8% |
| 7D | -2.2% | -1.9% | -0.3% | -2.2% |
| 30D | +12.1% | -32.0% | +44.1% | +10.0% |
| 3M | +13.6% | -39.7% | +53.3% | +11.2% |
| 6M | +43.9% | -61.1% | +105.0% | +40.6% |
| YTD | +45.9% | -29.4% | +75.3% | +37.6% |
| 1Y | +42.1% | -24.5% | +66.6% | +31.9% |
| All | +42.1% | -23.4% | +65.5% | +31.9% |
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 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