+40.6%
ADM vs LBRT
+101.6%
-61.0%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | +0.2% |
| 7D | +3.8% | +8.7% | -5.0% | +3.2% |
| 30D | +9.8% | +6.6% | +3.1% | +9.2% |
| 3M | +2.1% | -34.5% | +36.6% | +4.0% |
| 6M | +27.5% | -24.5% | +52.0% | +29.0% |
| YTD | +50.2% | +12.7% | +37.5% | +50.8% |
| 1Y | +40.6% | +94.8% | -54.3% | +41.6% |
| All | +40.6% | +101.6% | -61.0% | +41.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling