+218.2%
ADP vs LBRT
-16.2%
+234.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.4% | +0.5% |
| 7D | +0.3% | +13.8% | -13.6% | -0.9% |
| 30D | +11.6% | -32.4% | +44.0% | +14.8% |
| 3M | +15.1% | -39.9% | +55.0% | +19.3% |
| 6M | +46.0% | -60.8% | +106.9% | +56.6% |
| YTD | +22.4% | -29.3% | +51.7% | +22.7% |
| 1Y | +24.5% | -18.9% | +43.3% | +22.8% |
| 3Y | +44.8% | -28.0% | +72.8% | +40.0% |
| 5Y | +49.1% | +26.6% | +22.5% | +31.4% |
| All | +218.2% | -16.2% | +234.4% | +138.2% |
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