+43.0%
LBRT vs SCCO
+543.0%
-500.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.3% | +2.7% | +2.9% |
| 7D | +10.2% | +2.4% | +7.7% | +8.6% |
| 30D | +4.9% | +6.4% | -1.5% | +0.1% |
| 3M | -21.2% | +21.6% | -42.8% | -30.7% |
| 6M | -19.9% | +13.4% | -33.4% | -29.5% |
| YTD | +20.8% | +52.6% | -31.9% | -15.0% |
| 1Y | +123.5% | +122.4% | +1.2% | +20.7% |
| 3Y | +30.9% | +208.5% | -177.5% | -48.9% |
| 5Y | +136.3% | +353.9% | -217.6% | -36.1% |
| All | +43.0% | +543.0% | -500.0% | -74.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling