+15.3%
LBRT vs ABCL
-80.5%
+95.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +6.7% | -1.4% | +4.5% |
| 7D | -29.1% | -3.2% | -26.0% | -28.7% |
| 30D | -38.4% | -7.4% | -31.0% | -37.7% |
| 3M | -40.1% | +81.9% | -122.0% | -44.7% |
| 6M | -62.9% | +135.7% | -198.6% | -67.1% |
| YTD | -34.5% | +247.4% | -281.9% | -45.1% |
| 1Y | -30.2% | +162.3% | -192.5% | -39.7% |
| 3Y | -37.5% | +165.5% | -202.9% | -48.9% |
| 5Y | +7.6% | -21.3% | +28.9% | -6.8% |
| All | +15.3% | -80.5% | +95.8% | +12.1% |
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 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