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  • LBRT vs ADVB✓SelectedUSD · ADVBLBRT vs ADVB performance historyLatest closeAs of+1.03%09/04
Stock and ETF performance explorer

LBRT vs ADVB

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+94.0%
ADVB return
+5.8%
Excess return
+88.1%
Maximum drawdown
-50.2%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1y.

Portfolio and benchmark returns by period
PeriodPortfolioADVBExcessAlpha
1D+1.0%-0.7%+1.7%+1.0%
7D+8.3%-3.8%+12.0%+8.2%
30D+6.1%+17.6%-11.4%+6.2%
3M-34.8%+119.1%-153.9%-38.8%
6M-24.8%+103.4%-128.2%-30.7%
YTD+12.2%+59.8%-47.6%+4.9%
1Y+94.0%+8.5%+85.4%+82.7%
All+94.0%+5.8%+88.1%+82.7%

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