-21.5%
LBRT vs ABCL
+138.2%
-159.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.2% | +0.8% | -12.0% | -11.3% |
| 7D | -25.3% | -10.0% | -15.4% | -24.1% |
| 30D | -32.9% | -10.9% | -22.0% | -31.8% |
| 3M | -33.3% | +101.6% | -135.0% | -40.9% |
| 6M | -61.0% | +167.5% | -228.5% | -67.1% |
| YTD | -28.0% | +259.1% | -287.1% | -44.7% |
| 1Y | -21.5% | +152.2% | -173.7% | -33.0% |
| All | -21.5% | +138.2% | -159.7% | -33.0% |
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