+25.9%
LBRT vs ABCL
-81.2%
+107.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.2% |
| 7D | +9.2% | -3.3% | +12.5% | +9.7% |
| 30D | -27.5% | -7.1% | -20.4% | -26.7% |
| 3M | -37.9% | +4.7% | -42.6% | -38.5% |
| 6M | -60.7% | +140.9% | -201.6% | -65.2% |
| YTD | -28.5% | +236.0% | -264.5% | -39.8% |
| 1Y | -13.2% | +217.4% | -230.6% | -26.5% |
| 3Y | -28.8% | +188.7% | -217.5% | -42.1% |
| 5Y | +28.0% | -23.5% | +51.5% | +11.3% |
| All | +25.9% | -81.2% | +107.0% | +22.9% |
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