-4.2%
ABT vs LBRT
+6.0%
-10.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +5.4% | -8.6% | -3.2% |
| 7D | +3.5% | -29.1% | +32.7% | +3.5% |
| 30D | +12.0% | -38.4% | +50.4% | +12.1% |
| 3M | +2.5% | -40.1% | +42.5% | +2.5% |
| 6M | +29.1% | -62.9% | +92.0% | +30.1% |
| YTD | -10.1% | -34.5% | +24.4% | -10.9% |
| 1Y | -9.8% | -30.2% | +20.4% | -10.9% |
| 3Y | +23.3% | -37.5% | +60.7% | +20.6% |
| All | -4.2% | +6.0% | -10.2% | -7.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling