+23.5%
ADSK vs LBRT
-30.4%
+53.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.4% | +2.2% | -1.2% |
| 7D | +3.1% | -15.7% | +18.8% | +3.3% |
| 30D | +10.5% | -34.3% | +44.8% | +11.4% |
| 3M | +1.6% | -40.6% | +42.2% | +2.6% |
| 6M | +6.4% | -62.0% | +68.4% | +10.5% |
| YTD | -12.1% | -31.6% | +19.5% | -14.5% |
| 1Y | -12.9% | -25.8% | +12.9% | -16.3% |
| 3Y | +23.5% | -30.4% | +53.9% | +13.5% |
| All | +23.5% | -30.4% | +53.9% | +13.5% |
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 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