+201.6%
ABBV vs LBRT
+28.1%
+173.5%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | +0.2% |
| 7D | +1.3% | +9.2% | -7.9% | +0.9% |
| 30D | +4.7% | -27.5% | +32.2% | +5.8% |
| 3M | +18.3% | -37.9% | +56.2% | +20.1% |
| 6M | +43.4% | -60.7% | +104.1% | +48.5% |
| YTD | +33.0% | -28.5% | +61.5% | +33.0% |
| 1Y | +30.8% | -13.2% | +44.0% | +29.4% |
| 3Y | +135.1% | -28.8% | +163.9% | +129.4% |
| All | +201.6% | +28.1% | +173.5% | +185.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling