+366.0%
ADI vs LBRT
+38.7%
+327.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.9% | -3.7% | -0.4% |
| 7D | +2.4% | +6.9% | -4.5% | +1.3% |
| 30D | -6.6% | +7.8% | -14.4% | -7.8% |
| 3M | -9.8% | -25.3% | +15.5% | -6.2% |
| 6M | +15.7% | -19.6% | +35.2% | +18.3% |
| YTD | +35.1% | +17.2% | +18.0% | +29.3% |
| 1Y | +47.7% | +114.1% | -66.4% | +26.2% |
| 3Y | +114.5% | +27.0% | +87.4% | +93.8% |
| 5Y | +141.2% | +128.3% | +12.9% | +90.3% |
| All | +366.0% | +38.7% | +327.3% | +207.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling