+129.1%
ADSK vs LBRT
-16.2%
+145.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -3.6% | +13.8% | -17.4% | -5.1% |
| 30D | +12.6% | -32.4% | +45.0% | +17.0% |
| 3M | +4.0% | -39.9% | +43.9% | +9.2% |
| 6M | +10.5% | -60.8% | +71.3% | +21.5% |
| YTD | -12.3% | -29.3% | +16.9% | -12.2% |
| 1Y | -14.0% | -18.9% | +4.9% | -15.8% |
| 3Y | +23.2% | -28.0% | +51.2% | +17.8% |
| 5Y | -21.2% | +26.6% | -47.8% | -33.2% |
| All | +129.1% | -16.2% | +145.3% | +65.3% |
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