+14.3%
ABT vs LBRT
+26.0%
-11.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.4% |
| 7D | -3.7% | +8.7% | -12.4% | -3.5% |
| 30D | +2.5% | +6.6% | -4.1% | +2.7% |
| 3M | +20.2% | -34.5% | +54.7% | +19.7% |
| 6M | -2.9% | -24.5% | +21.6% | -3.2% |
| YTD | -11.9% | +12.7% | -24.7% | -12.1% |
| 1Y | -16.5% | +94.8% | -111.4% | -17.1% |
| All | +14.3% | +26.0% | -11.7% | +11.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling