-26.8%
LBRT vs AMP
+61.1%
-87.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +3.7% | +4.4% | +5.6% |
| 7D | -11.9% | +3.1% | -15.0% | -13.8% |
| 30D | -31.9% | +3.9% | -35.9% | -34.3% |
| 3M | -34.9% | -5.8% | -29.1% | -32.5% |
| 6M | -60.7% | +12.1% | -72.7% | -64.8% |
| YTD | -29.2% | +7.1% | -36.3% | -35.3% |
| 1Y | -23.6% | +14.2% | -37.8% | -34.4% |
| 3Y | -26.8% | +62.5% | -89.3% | -54.4% |
| All | -26.8% | +61.1% | -87.9% | -54.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling