-14.7%
AMRZ vs LBRT
+60.2%
-74.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.5% | -0.5% |
| 7D | -1.9% | +8.3% | -10.2% | -2.3% |
| 30D | -16.9% | +6.1% | -23.1% | -17.2% |
| 3M | -19.2% | -34.8% | +15.6% | -17.1% |
| 6M | -29.3% | -24.8% | -4.5% | -28.8% |
| YTD | -18.0% | +12.2% | -30.2% | -21.5% |
| 1Y | -15.1% | +94.0% | -109.1% | -22.8% |
| All | -14.7% | +60.2% | -74.9% | -22.3% |
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 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