+98.4%
LBRT vs ABCL
-81.3%
+179.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +1.6% |
| 7D | +8.7% | +0.7% | +8.0% | +8.6% |
| 30D | +6.6% | +93.1% | -86.5% | -2.3% |
| 3M | -34.5% | +79.4% | -113.9% | -39.7% |
| 6M | -24.5% | +214.9% | -239.4% | -35.5% |
| YTD | +12.7% | +234.2% | -221.5% | -5.0% |
| 1Y | +94.8% | +174.8% | -79.9% | +66.9% |
| 3Y | +31.9% | +104.5% | -72.6% | +10.1% |
| 5Y | +111.8% | -39.0% | +150.8% | +85.3% |
| All | +98.4% | -81.3% | +179.7% | +94.1% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling