-18.9%
LBRT vs ADVB
-97.5%
+78.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +4.2% | +1.2% | +5.3% |
| 7D | -29.1% | -13.9% | -15.2% | -28.9% |
| 30D | -38.4% | -68.1% | +29.7% | -37.3% |
| 3M | -40.1% | -73.4% | +33.3% | -39.0% |
| 6M | -62.9% | -70.8% | +7.9% | -64.3% |
| YTD | -34.5% | -66.1% | +31.6% | -39.0% |
| 1Y | -30.2% | -77.5% | +47.3% | -32.0% |
| All | -18.9% | -97.5% | +78.6% | +5.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling