-16.2%
LBRT vs SCCO
+422.0%
-438.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.7% | +1.7% |
| 7D | +13.8% | +1.7% | +12.1% | +12.8% |
| 30D | -32.4% | -18.1% | -14.3% | -23.6% |
| 3M | -39.9% | -12.8% | -27.1% | -35.4% |
| 6M | -60.8% | -8.5% | -52.4% | -59.4% |
| YTD | -29.3% | +23.9% | -53.2% | -43.6% |
| 1Y | -18.9% | +30.0% | -48.8% | -37.4% |
| 3Y | -28.0% | +175.2% | -203.2% | -70.2% |
| 5Y | +26.6% | +249.4% | -222.8% | -59.3% |
| All | -16.2% | +422.0% | -438.3% | -82.9% |
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