+169.7%
ADM vs LBRT
+33.5%
+136.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | 0.0% |
| 7D | +3.8% | +8.7% | -5.0% | +2.4% |
| 30D | +9.8% | +6.6% | +3.1% | +8.5% |
| 3M | +2.1% | -34.5% | +36.6% | +8.1% |
| 6M | +27.5% | -24.5% | +52.0% | +31.4% |
| YTD | +50.2% | +12.7% | +37.5% | +44.6% |
| 1Y | +40.6% | +94.8% | -54.3% | +22.0% |
| 3Y | +17.2% | +31.9% | -14.6% | +4.6% |
| 5Y | +61.9% | +111.8% | -49.9% | +29.8% |
| All | +169.7% | +33.5% | +136.3% | +87.8% |
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