+122.6%
ADM vs LBRT
-16.2%
+138.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +8.1% | -8.3% | -1.4% |
| 7D | -7.8% | -11.9% | +4.1% | -6.4% |
| 30D | -12.6% | -31.9% | +19.4% | -7.9% |
| 3M | -8.2% | -34.9% | +26.6% | -3.0% |
| 6M | -8.9% | -60.7% | +51.8% | +3.3% |
| YTD | +24.0% | -29.2% | +53.2% | +27.0% |
| 1Y | +26.2% | -23.6% | +49.8% | +27.3% |
| 3Y | +7.0% | -26.8% | +33.8% | +4.1% |
| 5Y | +24.9% | +16.3% | +8.5% | +9.3% |
| All | +122.6% | -16.2% | +138.8% | +65.0% |
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