+25.7%
ABNB vs LBRT
+104.7%
-79.0%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.5% | -3.3% | -2.0% |
| 7D | -4.0% | +8.7% | -12.7% | -5.2% |
| 30D | +19.3% | +6.6% | +12.7% | +17.8% |
| 3M | +36.1% | -34.5% | +70.5% | +43.8% |
| 6M | +34.2% | -24.5% | +58.7% | +37.4% |
| YTD | +34.1% | +12.7% | +21.3% | +27.0% |
| 1Y | +45.1% | +94.8% | -49.7% | +22.3% |
| 3Y | +37.1% | +31.9% | +5.3% | +19.4% |
| 5Y | +15.2% | +111.8% | -96.7% | -7.1% |
| All | +25.7% | +104.7% | -79.0% | +0.7% |
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