+2.1%
LBRT vs ABCL
-30.0%
+32.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | -9.4% | -4.3% | -12.3% |
| 7D | -34.8% | -14.9% | -19.9% | -33.1% |
| 30D | -43.6% | -15.4% | -28.2% | -42.1% |
| 3M | -41.2% | +88.0% | -129.2% | -46.9% |
| 6M | -66.1% | +138.8% | -204.9% | -70.7% |
| YTD | -37.9% | +225.4% | -263.3% | -49.3% |
| 1Y | -33.9% | +137.3% | -171.2% | -43.7% |
| 3Y | -40.9% | +136.8% | -177.7% | -53.2% |
| 5Y | +2.1% | -26.2% | +28.4% | -15.3% |
| All | +2.1% | -30.0% | +32.2% | -15.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling