+38.9%
LBRT vs ADVB
-88.3%
+127.3%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.0% |
| 7D | +8.3% | -3.8% | +12.0% | +8.3% |
| 30D | +6.1% | +17.6% | -11.4% | +5.8% |
| 3M | -34.8% | +119.1% | -153.9% | -40.2% |
| 6M | -24.8% | +103.4% | -128.2% | -32.5% |
| YTD | +12.2% | +59.8% | -47.6% | +2.2% |
| 1Y | +94.0% | +8.5% | +85.4% | +81.7% |
| All | +38.9% | -88.3% | +127.3% | +77.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling