+128.0%
ABBV vs LBRT
-38.0%
+165.9%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.4% | -4.3% | +0.9% |
| 7D | -1.2% | -29.1% | +27.9% | -0.2% |
| 30D | +8.0% | -38.4% | +46.4% | +9.5% |
| 3M | +20.2% | -40.1% | +60.2% | +21.8% |
| 6M | +44.0% | -62.9% | +106.9% | +49.1% |
| YTD | +31.3% | -34.5% | +65.8% | +31.1% |
| 1Y | +37.0% | -30.2% | +67.2% | +36.1% |
| 3Y | +128.0% | -37.5% | +165.4% | +120.2% |
| All | +128.0% | -38.0% | +165.9% | +120.2% |
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