-29.5%
LBRT vs SAN
+244.8%
-274.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.8% | +3.0% | +1.0% |
| 7D | +13.8% | +1.0% | +12.8% | +13.4% |
| 30D | -32.4% | -9.4% | -23.0% | -30.3% |
| 3M | -39.9% | -17.1% | -22.8% | -36.2% |
| 6M | -60.8% | +2.2% | -63.0% | -61.4% |
| YTD | -29.3% | +6.0% | -35.3% | -32.7% |
| 1Y | -18.9% | +12.7% | -31.6% | -25.3% |
| All | -29.5% | +244.8% | -274.4% | -58.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling