+12.5%
LBRT vs SARO
-21.1%
+33.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.4% | +5.3% | +4.3% |
| 7D | +6.9% | +1.1% | +5.9% | +6.6% |
| 30D | +7.8% | -16.2% | +24.0% | +12.6% |
| 3M | -25.3% | -1.3% | -24.0% | -26.0% |
| 6M | -19.6% | -15.2% | -4.3% | -16.9% |
| YTD | +17.2% | -14.7% | +31.8% | +19.9% |
| 1Y | +114.1% | -9.1% | +123.1% | +110.5% |
| All | +12.5% | -21.1% | +33.5% | +4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 all: compounded portfolio wealth divided by compounded SARO 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…
all analysis · Full analysis span regression · 6 months rolling