+123.1%
ADM vs LBRT
-22.5%
+145.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.4% | -6.1% | -1.5% |
| 7D | -9.0% | -29.1% | +20.1% | -4.5% |
| 30D | -14.0% | -38.4% | +24.4% | -8.0% |
| 3M | -9.2% | -40.1% | +30.9% | -2.7% |
| 6M | -9.2% | -62.9% | +53.7% | +3.9% |
| YTD | +24.2% | -34.5% | +58.7% | +28.9% |
| 1Y | +27.0% | -30.2% | +57.2% | +30.0% |
| 3Y | +6.6% | -37.5% | +44.1% | +6.4% |
| 5Y | +25.0% | +7.6% | +17.4% | +10.7% |
| All | +123.1% | -22.5% | +145.5% | +67.4% |
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