+38.7%
LBRT vs SBAC
+29.1%
+9.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.4% | +4.3% | +4.0% |
| 7D | +6.9% | -0.1% | +7.0% | +6.9% |
| 30D | +7.8% | +3.2% | +4.6% | +7.1% |
| 3M | -25.3% | -5.1% | -20.2% | -24.7% |
| 6M | -19.6% | -2.1% | -17.5% | -20.0% |
| YTD | +17.2% | -0.5% | +17.7% | +15.9% |
| 1Y | +114.1% | +1.1% | +113.0% | +110.9% |
| 3Y | +27.0% | -7.4% | +34.5% | +24.3% |
| 5Y | +128.3% | -44.3% | +172.6% | +152.8% |
| All | +38.7% | +29.1% | +9.6% | +29.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling