-26.4%
LBRT vs AMBA
+0.1%
-26.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | -9.4% | -4.2% | -11.1% |
| 7D | -34.8% | -14.6% | -20.2% | -31.6% |
| 30D | -43.6% | -18.8% | -24.8% | -40.1% |
| 3M | -41.2% | -32.6% | -8.6% | -34.7% |
| 6M | -66.1% | -25.8% | -40.3% | -64.8% |
| YTD | -37.9% | -22.1% | -15.7% | -37.6% |
| 1Y | -33.9% | -36.2% | +2.3% | -30.3% |
| 3Y | -40.9% | +10.0% | -50.8% | -50.8% |
| 5Y | +2.1% | -71.6% | +73.7% | +15.0% |
| All | -26.4% | +0.1% | -26.6% | -58.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling