+47.8%
ADP vs LBRT
-38.0%
+85.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.4% | -6.6% | -1.2% |
| 7D | +3.2% | -29.1% | +32.4% | +2.9% |
| 30D | +14.9% | -38.4% | +53.3% | +14.6% |
| 3M | +11.6% | -40.1% | +51.7% | +11.2% |
| 6M | +48.5% | -62.9% | +111.4% | +49.7% |
| YTD | +20.6% | -34.5% | +55.1% | +18.2% |
| 1Y | +23.7% | -30.2% | +53.9% | +20.7% |
| 3Y | +47.8% | -37.5% | +85.3% | +40.9% |
| All | +47.8% | -38.0% | +85.8% | +40.9% |
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