+220.2%
ADP vs LBRT
-15.3%
+235.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.6% |
| 7D | +2.2% | +9.2% | -7.0% | +1.4% |
| 30D | +10.6% | -27.5% | +38.1% | +13.0% |
| 3M | +12.9% | -37.9% | +50.8% | +16.7% |
| 6M | +50.6% | -60.7% | +111.3% | +61.5% |
| YTD | +23.2% | -28.5% | +51.7% | +23.4% |
| 1Y | +25.3% | -13.2% | +38.5% | +22.8% |
| 3Y | +47.1% | -28.8% | +75.9% | +42.5% |
| 5Y | +50.1% | +28.0% | +22.1% | +32.2% |
| All | +220.2% | -15.3% | +235.6% | +139.6% |
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