-19.0%
LBRT vs SAN
+135.3%
-154.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.8% | -4.2% | -3.9% |
| 7D | -15.7% | +10.8% | -26.4% | -21.4% |
| 30D | -34.3% | -5.7% | -28.5% | -32.6% |
| 3M | -40.6% | -13.4% | -27.2% | -36.0% |
| 6M | -62.0% | +3.5% | -65.5% | -63.8% |
| YTD | -31.6% | +9.7% | -41.4% | -39.8% |
| 1Y | -25.8% | +20.9% | -46.7% | -39.1% |
| 3Y | -30.4% | +254.3% | -284.7% | -74.4% |
| 5Y | +18.7% | +304.2% | -285.6% | -64.1% |
| All | -19.0% | +135.3% | -154.3% | -66.9% |
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