+160.1%
AMGN vs LBRT
+28.1%
+132.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.3% |
| 7D | +1.1% | +9.2% | -8.1% | +0.9% |
| 30D | +9.3% | -27.5% | +36.8% | +10.1% |
| 3M | +12.1% | -37.9% | +50.0% | +13.4% |
| 6M | +40.3% | -60.7% | +101.0% | +44.3% |
| YTD | +45.2% | -28.5% | +73.7% | +44.4% |
| 1Y | +42.4% | -13.2% | +55.7% | +40.2% |
| 3Y | +91.0% | -28.8% | +119.8% | +85.8% |
| All | +160.1% | +28.1% | +132.1% | +142.3% |
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