+129.7%
ADSK vs LBRT
-19.0%
+148.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.4% | +2.2% | -0.8% |
| 7D | +3.1% | -15.7% | +18.8% | +4.8% |
| 30D | +10.5% | -34.3% | +44.8% | +15.2% |
| 3M | +1.6% | -40.6% | +42.2% | +6.8% |
| 6M | +6.4% | -62.0% | +68.4% | +17.4% |
| YTD | -12.1% | -31.6% | +19.5% | -11.7% |
| 1Y | -12.9% | -25.8% | +12.9% | -13.7% |
| 3Y | +23.5% | -30.4% | +53.9% | +18.5% |
| 5Y | -18.9% | +18.7% | -37.5% | -30.6% |
| All | +129.7% | -19.0% | +148.7% | +66.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling