+135.1%
ABBV vs LBRT
-27.1%
+162.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | +0.2% |
| 7D | +1.3% | +9.2% | -7.9% | +1.0% |
| 30D | +4.7% | -27.5% | +32.2% | +5.6% |
| 3M | +18.3% | -37.9% | +56.2% | +19.9% |
| 6M | +43.4% | -60.7% | +104.1% | +48.4% |
| YTD | +33.0% | -28.5% | +61.5% | +32.4% |
| 1Y | +30.8% | -13.2% | +44.0% | +28.6% |
| 3Y | +135.1% | -28.8% | +163.9% | +126.6% |
| All | +135.1% | -27.1% | +162.2% | +126.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling