+2.1%
LBRT vs AMBA
-72.1%
+74.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | -9.4% | -4.2% | -11.6% |
| 7D | -34.8% | -14.6% | -20.2% | -32.4% |
| 30D | -43.6% | -18.8% | -24.8% | -40.9% |
| 3M | -41.2% | -32.6% | -8.6% | -36.2% |
| 6M | -66.1% | -25.8% | -40.3% | -65.0% |
| YTD | -37.9% | -22.1% | -15.7% | -37.5% |
| 1Y | -33.9% | -36.2% | +2.3% | -30.8% |
| 3Y | -40.9% | +10.0% | -50.8% | -48.0% |
| 5Y | +2.1% | -71.6% | +73.7% | +3.8% |
| All | +2.1% | -72.1% | +74.2% | +3.8% |
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