-21.5%
LBRT vs ADVB
-76.7%
+55.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.2% | -4.5% | -6.7% | -11.3% |
| 7D | -25.3% | -29.5% | +4.2% | -26.0% |
| 30D | -32.9% | -66.9% | +34.0% | -34.9% |
| 3M | -33.3% | -73.7% | +40.4% | -35.8% |
| 6M | -61.0% | -64.8% | +3.8% | -63.1% |
| YTD | -28.0% | -64.0% | +36.0% | -32.3% |
| 1Y | -21.5% | -77.0% | +55.5% | -24.6% |
| All | -21.5% | -76.7% | +55.2% | -24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 1y: compounded portfolio wealth divided by compounded ADVB 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…
1y analysis · Full analysis span regression · 6 months rolling