+33.5%
LBRT vs AMBA
+14.1%
+19.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.2% |
| 7D | +8.3% | -11.0% | +19.2% | +11.6% |
| 30D | +6.1% | -23.2% | +29.3% | +13.7% |
| 3M | -34.8% | -12.7% | -22.0% | -34.3% |
| 6M | -24.8% | +11.2% | -36.0% | -31.0% |
| YTD | +12.2% | -11.2% | +23.4% | +8.6% |
| 1Y | +94.0% | -22.5% | +116.5% | +92.2% |
| 3Y | +31.3% | -1.3% | +32.6% | +12.7% |
| 5Y | +111.8% | -54.2% | +166.0% | +98.8% |
| All | +33.5% | +14.1% | +19.3% | -28.1% |
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