+269.7%
ABBV vs LBRT
+33.5%
+236.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -2.9% | -1.5% |
| 7D | +0.4% | +8.7% | -8.4% | -0.2% |
| 30D | +4.2% | +6.6% | -2.4% | +3.6% |
| 3M | +14.8% | -34.5% | +49.3% | +17.5% |
| 6M | +10.3% | -24.5% | +34.8% | +11.5% |
| YTD | +14.9% | +12.7% | +2.2% | +12.8% |
| 1Y | +24.1% | +94.8% | -70.7% | +16.5% |
| 3Y | +91.9% | +31.9% | +60.1% | +81.8% |
| 5Y | +176.0% | +111.8% | +64.2% | +146.3% |
| All | +269.7% | +33.5% | +236.2% | +212.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT 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 LBRT 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