+98.4%
LBRT vs ABCL
-81.3%
+179.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.2% |
| 7D | +8.3% | +0.7% | +7.5% | +8.2% |
| 30D | +6.1% | +93.1% | -86.9% | -2.7% |
| 3M | -34.8% | +79.4% | -114.2% | -40.0% |
| 6M | -24.8% | +214.9% | -239.7% | -35.8% |
| YTD | +12.2% | +234.2% | -222.0% | -5.5% |
| 1Y | +94.0% | +174.8% | -80.8% | +66.2% |
| 3Y | +31.3% | +104.5% | -73.2% | +9.6% |
| 5Y | +111.8% | -39.0% | +150.8% | +85.3% |
| All | +98.4% | -81.3% | +179.7% | +94.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling