+25.4%
ADM vs LBRT
+28.1%
-2.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.1% | +1.6% | +2.5% |
| 7D | +4.2% | +9.2% | -5.0% | +2.7% |
| 30D | -12.8% | -27.5% | +14.7% | -8.9% |
| 3M | -8.5% | -37.9% | +29.4% | -2.1% |
| 6M | -10.9% | -60.7% | +49.8% | +2.0% |
| YTD | +29.4% | -28.5% | +57.9% | +32.1% |
| 1Y | +27.5% | -13.2% | +40.8% | +25.4% |
| 3Y | +10.3% | -28.8% | +39.1% | +6.6% |
| All | +25.4% | +28.1% | -2.6% | +2.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling