+426.8%
AMKR vs LBRT
+43.0%
+383.8%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.1% | -1.8% | +0.4% |
| 7D | +8.9% | +10.2% | -1.3% | +6.2% |
| 30D | -2.7% | +4.9% | -7.6% | -3.7% |
| 3M | -27.5% | -21.2% | -6.2% | -23.6% |
| 6M | +19.4% | -19.9% | +39.3% | +24.4% |
| YTD | +30.7% | +20.8% | +9.9% | +21.9% |
| 1Y | +107.9% | +123.5% | -15.6% | +64.2% |
| 3Y | +136.1% | +30.9% | +105.2% | +104.7% |
| 5Y | +96.6% | +136.3% | -39.7% | +38.4% |
| All | +426.8% | +43.0% | +383.8% | +215.7% |
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