+322.5%
ABBV vs LBRT
-22.5%
+344.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.4% | -4.3% | +0.7% |
| 7D | -1.2% | -29.1% | +27.9% | +0.7% |
| 30D | +8.0% | -38.4% | +46.4% | +11.0% |
| 3M | +20.2% | -40.1% | +60.2% | +23.5% |
| 6M | +44.0% | -62.9% | +106.9% | +52.1% |
| YTD | +31.3% | -34.5% | +65.8% | +32.8% |
| 1Y | +37.0% | -30.2% | +67.2% | +37.8% |
| 3Y | +128.0% | -37.5% | +165.4% | +126.1% |
| 5Y | +196.9% | +7.6% | +189.3% | +176.9% |
| All | +322.5% | -22.5% | +344.9% | +267.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling