+18.7%
LBRT vs AMBA
-69.1%
+87.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.1% | -1.3% | -2.9% |
| 7D | -15.7% | -2.6% | -13.0% | -14.9% |
| 30D | -34.3% | -10.5% | -23.8% | -32.5% |
| 3M | -40.6% | -26.4% | -14.2% | -36.7% |
| 6M | -62.0% | -20.9% | -41.1% | -61.3% |
| YTD | -31.6% | -14.8% | -16.8% | -32.5% |
| 1Y | -25.8% | -36.1% | +10.3% | -22.2% |
| 3Y | -30.4% | +20.2% | -50.6% | -39.8% |
| 5Y | +18.7% | -67.2% | +85.9% | +16.5% |
| All | +18.7% | -69.1% | +87.8% | +16.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling