-21.5%
LBRT vs SCCO
+43.0%
-64.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.2% | +1.9% | -13.1% | -11.8% |
| 7D | -25.3% | -7.9% | -17.4% | -23.6% |
| 30D | -32.9% | -13.0% | -19.9% | -30.2% |
| 3M | -33.3% | -6.9% | -26.5% | -32.1% |
| 6M | -61.0% | +11.0% | -71.9% | -61.0% |
| YTD | -28.0% | +30.3% | -58.3% | -38.7% |
| 1Y | -21.5% | +45.0% | -66.5% | -37.0% |
| All | -21.5% | +43.0% | -64.5% | -37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 SCCO 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