+33.5%
LBRT vs AMP
+274.5%
-241.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +2.1% |
| 7D | +8.7% | +0.2% | +8.5% | +8.4% |
| 30D | +6.6% | -0.1% | +6.7% | +6.5% |
| 3M | -34.5% | +23.6% | -58.0% | -45.0% |
| 6M | -24.5% | +20.4% | -44.9% | -35.7% |
| YTD | +12.7% | +15.4% | -2.7% | -1.6% |
| 1Y | +94.8% | +11.0% | +83.9% | +75.4% |
| 3Y | +31.9% | +70.5% | -38.6% | -14.1% |
| 5Y | +111.8% | +121.4% | -9.6% | +10.1% |
| All | +33.5% | +274.5% | -241.0% | -50.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling