-23.1%
LBRT vs ADVB
-97.6%
+74.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | -9.5% | -4.2% | -13.4% |
| 7D | -34.8% | -28.0% | -6.8% | -34.3% |
| 30D | -43.6% | -70.2% | +26.6% | -42.5% |
| 3M | -41.2% | -76.1% | +34.8% | -40.1% |
| 6M | -66.1% | -72.3% | +6.2% | -67.3% |
| YTD | -37.9% | -67.5% | +29.6% | -42.1% |
| 1Y | -33.9% | -78.6% | +44.7% | -35.5% |
| All | -23.1% | -97.6% | +74.5% | +0.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling