+26.6%
LBRT vs SAN
+294.7%
-268.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.8% | +3.0% | +1.1% |
| 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% | -61.5% |
| YTD | -29.3% | +6.0% | -35.3% | -32.9% |
| 1Y | -18.9% | +12.7% | -31.6% | -25.0% |
| 3Y | -28.0% | +242.1% | -270.1% | -57.6% |
| 5Y | +26.6% | +293.6% | -267.0% | -29.8% |
| All | +26.6% | +294.7% | -268.1% | -29.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling