-37.5%
LBRT vs SAN
+235.5%
-273.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -2.2% | +7.6% | +6.0% |
| 7D | -29.1% | +4.9% | -34.1% | -30.5% |
| 30D | -38.4% | -13.0% | -25.4% | -35.7% |
| 3M | -40.1% | -18.9% | -21.2% | -36.0% |
| 6M | -62.9% | -4.1% | -58.7% | -62.7% |
| YTD | -34.5% | +2.6% | -37.1% | -37.2% |
| 1Y | -30.2% | +16.9% | -47.1% | -37.6% |
| 3Y | -37.5% | +239.1% | -276.5% | -65.2% |
| All | -37.5% | +235.5% | -273.0% | -65.2% |
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