-31.9%
ADSK vs LBRT
+100.7%
-132.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +1.0% | -9.3% | -8.2% |
| 7D | -16.4% | +8.3% | -24.7% | -16.0% |
| 30D | -9.2% | +6.1% | -15.4% | -9.0% |
| 3M | -6.7% | -34.8% | +28.0% | -7.5% |
| 6M | -15.5% | -24.8% | +9.3% | -16.2% |
| YTD | -26.4% | +12.2% | -38.6% | -27.7% |
| 1Y | -31.9% | +94.0% | -125.9% | -35.5% |
| All | -31.9% | +100.7% | -132.6% | -35.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling