+94.0%
LBRT vs SBAC
-3.2%
+97.2%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.0% |
| 7D | +8.3% | -0.8% | +9.0% | +8.2% |
| 30D | +6.1% | +6.9% | -0.8% | +6.1% |
| 3M | -34.8% | -8.2% | -26.5% | -34.9% |
| 6M | -24.8% | -1.6% | -23.2% | -25.1% |
| YTD | +12.2% | -0.1% | +12.3% | +12.7% |
| 1Y | +94.0% | -0.5% | +94.4% | +99.8% |
| All | +94.0% | -3.2% | +97.2% | +99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 1y: compounded portfolio wealth divided by compounded SBAC 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…
1y analysis · Full analysis span regression · 6 months rolling