-15.3%
LBRT vs AMP
+248.2%
-263.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.1% | +0.2% |
| 7D | +9.2% | +3.9% | +5.3% | +6.2% |
| 30D | -27.5% | +5.1% | -32.6% | -30.9% |
| 3M | -37.9% | -8.7% | -29.2% | -34.4% |
| 6M | -60.7% | +11.4% | -72.1% | -64.7% |
| YTD | -28.5% | +7.3% | -35.8% | -34.8% |
| 1Y | -13.2% | +14.6% | -27.8% | -24.9% |
| 3Y | -28.8% | +61.2% | -90.0% | -52.0% |
| 5Y | +28.0% | +81.0% | -53.1% | -23.3% |
| All | -15.3% | +248.2% | -263.5% | -67.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 10y: compounded portfolio wealth divided by compounded AMP 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…
10y analysis · Full analysis span regression · 6 months rolling