+22.1%
ADM vs LBRT
+13.8%
+8.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.4% | +2.6% | -0.2% |
| 7D | -1.8% | -15.7% | +13.8% | +0.5% |
| 30D | -13.3% | -34.3% | +21.0% | -7.9% |
| 3M | -13.4% | -40.6% | +27.3% | -6.7% |
| 6M | -9.6% | -62.0% | +52.4% | +4.0% |
| YTD | +23.0% | -31.6% | +54.6% | +26.4% |
| 1Y | +27.4% | -25.8% | +53.2% | +28.6% |
| 3Y | +5.7% | -30.4% | +36.0% | +2.3% |
| 5Y | +22.1% | +18.7% | +3.4% | +2.3% |
| All | +22.1% | +13.8% | +8.3% | +2.3% |
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