+49.6%
ADP vs LBRT
-41.2%
+90.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -13.7% | +14.9% | +1.0% |
| 7D | +7.4% | -34.8% | +42.2% | +6.9% |
| 30D | +17.1% | -43.6% | +60.7% | +16.7% |
| 3M | +14.4% | -41.2% | +55.7% | +13.9% |
| 6M | +47.9% | -66.1% | +114.0% | +49.2% |
| YTD | +22.1% | -37.9% | +59.9% | +19.6% |
| 1Y | +21.8% | -33.9% | +55.6% | +18.8% |
| All | +49.6% | -41.2% | +90.8% | +42.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling