+212.1%
ADP vs LBRT
-16.2%
+228.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +8.1% | -8.5% | -1.1% |
| 7D | +1.1% | -11.9% | +13.0% | +1.9% |
| 30D | +11.5% | -31.9% | +43.5% | +14.6% |
| 3M | +12.0% | -34.9% | +46.9% | +15.3% |
| 6M | +43.8% | -60.7% | +104.5% | +54.1% |
| YTD | +20.1% | -29.2% | +49.3% | +20.4% |
| 1Y | +22.3% | -23.6% | +45.9% | +21.4% |
| 3Y | +43.3% | -26.8% | +70.1% | +38.3% |
| 5Y | +47.3% | +16.3% | +31.0% | +31.2% |
| All | +212.1% | -16.2% | +228.3% | +133.7% |
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 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