-61.0%
LBRT vs AMBA
-15.4%
-45.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.2% | -1.7% | -9.5% | -10.9% |
| 7D | -25.3% | -8.1% | -17.3% | -24.3% |
| 30D | -32.9% | -10.8% | -22.1% | -31.7% |
| 3M | -33.3% | -25.9% | -7.4% | -31.0% |
| 6M | -61.0% | -13.9% | -47.1% | -60.7% |
| All | -61.0% | -15.4% | -45.5% | -60.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling