+33.5%
LBRT vs SAN
+176.2%
-142.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +2.0% |
| 7D | +8.7% | +1.8% | +7.0% | +7.4% |
| 30D | +6.6% | +2.0% | +4.6% | +5.1% |
| 3M | -34.5% | +19.7% | -54.2% | -42.0% |
| 6M | -24.5% | +30.6% | -55.1% | -38.8% |
| YTD | +12.7% | +28.8% | -16.1% | -9.1% |
| 1Y | +94.8% | +57.8% | +37.1% | +35.6% |
| 3Y | +31.9% | +338.1% | -306.3% | -57.7% |
| 5Y | +111.8% | +384.2% | -272.4% | -42.1% |
| All | +33.5% | +176.2% | -142.8% | -50.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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