+20.4%
LBRT vs ABCL
-79.6%
+100.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.3% | -3.1% | -3.4% |
| 7D | -15.7% | +2.3% | -18.0% | -15.8% |
| 30D | -34.3% | -0.7% | -33.6% | -34.1% |
| 3M | -40.6% | +33.4% | -74.0% | -42.9% |
| 6M | -62.0% | +137.8% | -199.8% | -66.4% |
| YTD | -31.6% | +264.3% | -295.9% | -43.0% |
| 1Y | -25.8% | +209.2% | -235.0% | -37.0% |
| 3Y | -30.4% | +208.4% | -238.8% | -43.9% |
| 5Y | +18.7% | -11.9% | +30.5% | +1.8% |
| All | +20.4% | -79.6% | +100.0% | +16.4% |
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