-34.6%
ADSK vs LBRT
+110.8%
-145.4%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -5.9% | +8.3% | +2.0% |
| 7D | -10.9% | +2.3% | -13.2% | -10.8% |
| 30D | -15.9% | -2.9% | -13.0% | -16.0% |
| 3M | -4.4% | -26.1% | +21.8% | -4.9% |
| 6M | -16.6% | -26.2% | +9.5% | -17.2% |
| YTD | -28.5% | +13.7% | -42.2% | -30.0% |
| 1Y | -34.6% | +93.6% | -128.2% | -40.0% |
| All | -34.6% | +110.8% | -145.4% | -40.0% |
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