-33.3%
LBRT vs AMBA
-26.1%
-7.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.2% | -1.7% | -9.5% | -10.6% |
| 7D | -25.3% | -8.1% | -17.3% | -23.2% |
| 30D | -32.9% | -10.8% | -22.1% | -30.3% |
| 3M | -33.3% | -25.9% | -7.4% | -27.3% |
| All | -33.3% | -26.1% | -7.3% | -27.3% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling