+24.6%
LBRT vs ABCL
-79.5%
+104.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +5.2% | +2.9% | +7.4% |
| 7D | -11.9% | +12.4% | -24.3% | -13.1% |
| 30D | -31.9% | -0.4% | -31.6% | -31.8% |
| 3M | -34.9% | +80.4% | -115.2% | -39.9% |
| 6M | -60.7% | +138.5% | -199.2% | -65.2% |
| YTD | -29.2% | +265.5% | -294.7% | -41.1% |
| 1Y | -23.6% | +219.7% | -243.3% | -35.4% |
| 3Y | -26.8% | +209.4% | -236.2% | -41.0% |
| 5Y | +16.3% | -15.0% | +31.3% | 0.0% |
| All | +24.6% | -79.5% | +104.1% | +20.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling