+108.8%
ABT vs LBRT
+38.7%
+70.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.9% | -6.5% | -2.7% |
| 7D | -3.1% | +6.9% | -10.1% | -3.4% |
| 30D | -2.1% | +7.8% | -9.9% | -2.4% |
| 3M | +17.4% | -25.3% | +42.7% | +18.4% |
| 6M | -2.4% | -19.6% | +17.2% | -2.1% |
| YTD | -14.2% | +17.2% | -31.4% | -15.4% |
| 1Y | -18.3% | +114.1% | -132.4% | -22.0% |
| 3Y | +11.5% | +27.0% | -15.5% | +7.7% |
| 5Y | -9.9% | +128.3% | -138.2% | -16.8% |
| All | +108.8% | +38.7% | +70.1% | +83.4% |
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