+25.2%
ABNB vs LBRT
+28.5%
-3.3%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | +6.5% | +13.8% | -7.4% | +4.5% |
| 30D | +9.4% | -32.4% | +41.8% | +14.6% |
| 3M | +0.6% | -39.9% | +40.5% | +6.8% |
| 6M | +33.7% | -60.8% | +94.5% | +50.5% |
| YTD | +33.5% | -29.3% | +62.7% | +33.7% |
| 1Y | +48.8% | -18.9% | +67.7% | +45.0% |
| 3Y | +53.3% | -28.0% | +81.3% | +44.9% |
| 5Y | -12.3% | +26.6% | -38.9% | -24.8% |
| All | +25.2% | +28.5% | -3.3% | +6.0% |
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