-29.5%
LBRT vs SBAC
-8.5%
-21.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +0.1% |
| 7D | +13.8% | -3.4% | +17.2% | +13.7% |
| 30D | -32.4% | +2.6% | -35.0% | -32.3% |
| 3M | -39.9% | +2.6% | -42.5% | -39.9% |
| 6M | -60.8% | -11.5% | -49.3% | -60.9% |
| YTD | -29.3% | -1.6% | -27.6% | -29.4% |
| 1Y | -18.9% | -5.1% | -13.8% | -19.1% |
| All | -29.5% | -8.5% | -21.0% | -32.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling