+124.7%
ADM vs LBRT
-26.4%
+151.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -13.7% | +13.2% | +1.6% |
| 7D | -7.5% | -34.8% | +27.3% | -1.7% |
| 30D | -14.3% | -43.6% | +29.3% | -7.0% |
| 3M | -8.6% | -41.2% | +32.6% | -1.8% |
| 6M | -9.9% | -66.1% | +56.2% | +4.6% |
| YTD | +25.1% | -37.9% | +63.0% | +30.9% |
| 1Y | +28.8% | -33.9% | +62.7% | +33.1% |
| 3Y | +6.9% | -40.9% | +47.7% | +7.6% |
| 5Y | +25.9% | +2.1% | +23.8% | +12.5% |
| All | +124.7% | -26.4% | +151.1% | +70.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling