+364.8%
ADI vs LBRT
+33.5%
+331.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.1% | +1.4% |
| 7D | +0.4% | +8.7% | -8.3% | -1.0% |
| 30D | -3.8% | +6.6% | -10.4% | -4.9% |
| 3M | -15.3% | -34.5% | +19.2% | -9.9% |
| 6M | +6.7% | -24.5% | +31.2% | +10.3% |
| YTD | +34.8% | +12.7% | +22.0% | +29.8% |
| 1Y | +49.0% | +94.8% | -45.8% | +29.3% |
| 3Y | +108.1% | +31.9% | +76.2% | +86.9% |
| 5Y | +142.4% | +111.8% | +30.6% | +93.6% |
| All | +364.8% | +33.5% | +331.4% | +208.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded LBRT 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling