-13.2%
LBRT vs ADVB
-72.7%
+59.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -23.6% | +24.6% | +0.8% |
| 7D | +9.2% | +27.8% | -18.6% | +9.6% |
| 30D | -27.5% | -50.8% | +23.3% | -29.0% |
| 3M | -37.9% | -70.5% | +32.6% | -40.1% |
| 6M | -60.7% | -46.7% | -14.0% | -62.6% |
| YTD | -28.5% | -56.7% | +28.2% | -32.5% |
| 1Y | -13.2% | -71.8% | +58.5% | -17.4% |
| All | -13.2% | -72.7% | +59.5% | -17.4% |
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