-25.8%
LBRT vs ABCL
+198.8%
-224.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.3% | -3.1% | -3.3% |
| 7D | -15.7% | +2.3% | -18.0% | -15.9% |
| 30D | -34.3% | -0.7% | -33.6% | -34.1% |
| 3M | -40.6% | +33.4% | -74.0% | -43.6% |
| 6M | -62.0% | +137.8% | -199.8% | -67.4% |
| YTD | -31.6% | +264.3% | -295.9% | -48.9% |
| 1Y | -25.8% | +209.2% | -235.0% | -39.6% |
| All | -25.8% | +198.8% | -224.6% | -39.6% |
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