+128.3%
LBRT vs SCCO
+339.1%
-210.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +4.9% | -1.0% | +1.7% |
| 7D | +6.9% | +3.4% | +3.5% | +5.3% |
| 30D | +7.8% | +6.6% | +1.2% | +4.1% |
| 3M | -25.3% | +24.5% | -49.8% | -32.6% |
| 6M | -19.6% | +16.5% | -36.1% | -27.2% |
| YTD | +17.2% | +52.1% | -35.0% | -9.4% |
| 1Y | +114.1% | +114.2% | -0.1% | +37.3% |
| 3Y | +27.0% | +207.4% | -180.4% | -37.4% |
| 5Y | +128.3% | +353.7% | -225.4% | -16.0% |
| All | +128.3% | +339.1% | -210.8% | -16.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling