-17.0%
AMRZ vs LBRT
-11.3%
-5.7%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -13.7% | +10.3% | -3.0% |
| 7D | +2.5% | -34.8% | +37.3% | +3.7% |
| 30D | +14.4% | -43.6% | +58.0% | +16.5% |
| 3M | -19.2% | -41.2% | +22.1% | -17.9% |
| 6M | -19.7% | -66.1% | +46.3% | -15.7% |
| YTD | -20.2% | -37.9% | +17.7% | -22.1% |
| 1Y | -15.1% | -33.9% | +18.8% | -17.7% |
| All | -17.0% | -11.3% | -5.7% | -22.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling