+217.4%
ADP vs LBRT
-26.4%
+243.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -13.7% | +14.9% | +2.3% |
| 7D | +7.4% | -34.8% | +42.2% | +11.0% |
| 30D | +17.1% | -43.6% | +60.7% | +22.3% |
| 3M | +14.4% | -41.2% | +55.7% | +18.8% |
| 6M | +47.9% | -66.1% | +114.0% | +60.6% |
| YTD | +22.1% | -37.9% | +59.9% | +23.8% |
| 1Y | +21.8% | -33.9% | +55.6% | +22.4% |
| 3Y | +50.5% | -40.9% | +91.3% | +48.2% |
| 5Y | +49.6% | +2.1% | +47.5% | +34.6% |
| All | +217.4% | -26.4% | +243.8% | +140.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling