+92.4%
ADSK vs LBRT
+33.5%
+58.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +1.5% | -9.7% | -8.4% |
| 7D | -16.4% | +8.7% | -25.1% | -17.3% |
| 30D | -9.2% | +6.6% | -15.8% | -10.1% |
| 3M | -6.7% | -34.5% | +27.7% | -2.5% |
| 6M | -15.5% | -24.5% | +9.0% | -13.9% |
| YTD | -26.4% | +12.7% | -39.1% | -29.6% |
| 1Y | -31.9% | +94.8% | -126.7% | -40.6% |
| 3Y | -1.0% | +31.9% | -32.8% | -11.7% |
| 5Y | -24.5% | +111.8% | -136.4% | -39.7% |
| All | +92.4% | +33.5% | +58.9% | +32.7% |
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 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