+82.4%
ADSK vs LBRT
+43.0%
+39.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.1% | -5.7% | -3.0% |
| 7D | -14.5% | +10.2% | -24.7% | -15.6% |
| 30D | -19.3% | +4.9% | -24.2% | -20.0% |
| 3M | -7.8% | -21.2% | +13.4% | -5.9% |
| 6M | -20.8% | -19.9% | -0.8% | -19.8% |
| YTD | -30.2% | +20.8% | -51.0% | -33.8% |
| 1Y | -36.5% | +123.5% | -160.0% | -45.7% |
| 3Y | -5.7% | +30.9% | -36.7% | -15.7% |
| 5Y | -28.2% | +136.3% | -164.5% | -43.4% |
| All | +82.4% | +43.0% | +39.4% | +24.7% |
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