-3.2%
ADSK vs LBRT
+27.1%
-30.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.9% | -6.5% | -2.8% |
| 7D | -14.3% | +6.9% | -21.3% | -14.6% |
| 30D | -14.8% | +7.8% | -22.6% | -15.2% |
| 3M | -5.7% | -25.3% | +19.6% | -4.3% |
| 6M | -18.7% | -19.6% | +0.9% | -18.4% |
| YTD | -28.3% | +17.2% | -45.5% | -31.0% |
| 1Y | -35.1% | +114.1% | -149.1% | -42.6% |
| 3Y | -3.2% | +27.0% | -30.2% | -11.9% |
| All | -3.2% | +27.1% | -30.3% | -11.9% |
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