+64.2%
ADM vs LBRT
+114.2%
-50.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.8% | +0.1% |
| 7D | +3.8% | +8.3% | -4.5% | +2.4% |
| 30D | +9.8% | +6.1% | +3.6% | +8.5% |
| 3M | +2.1% | -34.8% | +36.9% | +8.6% |
| 6M | +27.5% | -24.8% | +52.3% | +31.7% |
| YTD | +50.2% | +12.2% | +38.0% | +43.9% |
| 1Y | +40.6% | +94.0% | -53.4% | +19.6% |
| 3Y | +17.2% | +31.3% | -14.0% | +2.1% |
| All | +64.2% | +114.2% | -50.0% | +22.8% |
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 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