-22.5%
LBRT vs AMBA
+6.3%
-28.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +6.1% | -0.8% | +3.7% |
| 7D | -29.1% | -7.2% | -21.9% | -27.4% |
| 30D | -38.4% | -10.4% | -28.0% | -36.3% |
| 3M | -40.1% | -30.1% | -9.9% | -34.0% |
| 6M | -62.9% | -22.4% | -40.5% | -62.0% |
| YTD | -34.5% | -17.3% | -17.2% | -35.3% |
| 1Y | -30.2% | -35.4% | +5.2% | -26.5% |
| 3Y | -37.5% | +18.6% | -56.1% | -49.1% |
| 5Y | +7.6% | -69.8% | +77.4% | +19.3% |
| All | -22.5% | +6.3% | -28.7% | -57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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