+130.8%
AMGN vs LBRT
+115.1%
+15.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.0% | -1.6% |
| 7D | +1.1% | +8.7% | -7.6% | +0.8% |
| 30D | +7.8% | +6.6% | +1.2% | +7.5% |
| 3M | +27.3% | -34.5% | +61.7% | +29.1% |
| 6M | +16.8% | -24.5% | +41.3% | +17.6% |
| YTD | +36.3% | +12.7% | +23.6% | +34.2% |
| 1Y | +60.4% | +94.8% | -34.4% | +52.9% |
| 3Y | +86.3% | +31.9% | +54.5% | +78.4% |
| All | +130.8% | +115.1% | +15.6% | +108.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling