-18.9%
LBRT vs ABCL
+189.1%
-207.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.8% | +2.9% | +0.7% |
| 7D | +13.8% | +4.4% | +9.4% | +12.9% |
| 30D | -32.4% | -7.9% | -24.5% | -31.3% |
| 3M | -39.9% | +12.2% | -52.1% | -41.1% |
| 6M | -60.8% | +134.7% | -195.6% | -66.2% |
| YTD | -29.3% | +239.8% | -269.0% | -46.1% |
| 1Y | -18.9% | +192.7% | -211.6% | -33.4% |
| All | -18.9% | +189.1% | -207.9% | -33.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling