+94.0%
LBRT vs ABCL
+186.8%
-92.8%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.2% |
| 7D | +8.3% | +0.7% | +7.5% | +8.1% |
| 30D | +6.1% | +93.1% | -86.9% | -5.2% |
| 3M | -34.8% | +79.4% | -114.2% | -41.6% |
| 6M | -24.8% | +214.9% | -239.7% | -39.0% |
| YTD | +12.2% | +234.2% | -222.0% | -11.9% |
| 1Y | +94.0% | +174.8% | -80.8% | +54.0% |
| All | +94.0% | +186.8% | -92.8% | +54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 1y: compounded portfolio wealth divided by compounded ABCL 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…
1y analysis · Full analysis span regression · 6 months rolling