+118.9%
ABT vs LBRT
-22.5%
+141.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +5.4% | -8.6% | -3.4% |
| 7D | +3.5% | -29.1% | +32.7% | +4.5% |
| 30D | +12.0% | -38.4% | +50.4% | +13.5% |
| 3M | +2.5% | -40.1% | +42.5% | +3.8% |
| 6M | +29.1% | -62.9% | +92.0% | +32.9% |
| YTD | -10.1% | -34.5% | +24.4% | -9.9% |
| 1Y | -9.8% | -30.2% | +20.4% | -10.0% |
| 3Y | +23.3% | -37.5% | +60.7% | +21.9% |
| 5Y | -2.4% | +7.6% | -10.0% | -7.3% |
| All | +118.9% | -22.5% | +141.4% | +95.4% |
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