-22.5%
LBRT vs SBAC
+29.6%
-52.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.9% | +7.3% | +5.7% |
| 7D | -29.1% | +1.2% | -30.4% | -29.4% |
| 30D | -38.4% | +11.2% | -49.6% | -39.7% |
| 3M | -40.1% | +4.5% | -44.5% | -40.7% |
| 6M | -62.9% | -12.2% | -50.7% | -62.2% |
| YTD | -34.5% | -0.1% | -34.4% | -35.4% |
| 1Y | -30.2% | -0.3% | -30.0% | -31.1% |
| 3Y | -37.5% | -8.7% | -28.7% | -38.6% |
| 5Y | +7.6% | -40.2% | +47.8% | +16.9% |
| All | -22.5% | +29.6% | -52.1% | -27.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling