+305.0%
AMZN vs LBRT
+33.5%
+271.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.2% |
| 7D | -3.0% | +8.3% | -11.2% | -3.7% |
| 30D | -5.2% | +6.1% | -11.3% | -5.8% |
| 3M | +1.9% | -34.8% | +36.6% | +5.4% |
| 6M | +19.2% | -24.8% | +44.1% | +21.3% |
| YTD | +12.0% | +12.2% | -0.2% | +9.2% |
| 1Y | +9.7% | +94.0% | -84.3% | +0.6% |
| 3Y | +87.2% | +31.3% | +55.9% | +74.9% |
| 5Y | +48.7% | +111.8% | -63.2% | +31.7% |
| All | +305.0% | +33.5% | +271.5% | +254.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling