+31.3%
ABNB vs LBRT
+18.9%
+12.4%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +5.4% | +6.3% | +10.9% |
| 7D | +15.6% | -29.1% | +44.7% | +20.6% |
| 30D | +18.3% | -38.4% | +56.7% | +25.7% |
| 3M | +25.3% | -40.1% | +65.3% | +33.1% |
| 6M | +35.8% | -62.9% | +98.7% | +54.0% |
| YTD | +40.0% | -34.5% | +74.5% | +41.9% |
| 1Y | +57.6% | -30.2% | +87.8% | +57.4% |
| 3Y | +60.8% | -37.5% | +98.2% | +55.4% |
| 5Y | -5.8% | +7.6% | -13.4% | -17.9% |
| All | +31.3% | +18.9% | +12.4% | +12.5% |
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