+185.0%
ADP vs LBRT
+33.5%
+151.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.5% | -3.6% | -2.2% |
| 7D | -3.4% | +8.7% | -12.2% | -4.2% |
| 30D | +2.8% | +6.6% | -3.8% | +2.0% |
| 3M | +20.9% | -34.5% | +55.4% | +24.9% |
| 6M | +29.9% | -24.5% | +54.4% | +31.8% |
| YTD | +9.6% | +12.7% | -3.1% | +6.3% |
| 1Y | -5.3% | +94.8% | -100.1% | -14.3% |
| 3Y | +16.5% | +31.9% | -15.4% | +7.0% |
| 5Y | +49.4% | +111.8% | -62.4% | +25.9% |
| All | +185.0% | +33.5% | +151.6% | +106.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling