-15.3%
LBRT vs SCCO
+409.2%
-424.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.5% | +3.5% | +2.6% |
| 7D | +9.2% | -1.9% | +11.1% | +10.5% |
| 30D | -27.5% | -17.4% | -10.1% | -18.6% |
| 3M | -37.9% | -11.7% | -26.2% | -33.8% |
| 6M | -60.7% | -12.1% | -48.6% | -58.2% |
| YTD | -28.5% | +20.9% | -49.4% | -42.2% |
| 1Y | -13.2% | +31.3% | -44.6% | -33.7% |
| 3Y | -28.8% | +170.3% | -199.1% | -70.3% |
| 5Y | +28.0% | +240.8% | -212.8% | -58.3% |
| All | -15.3% | +409.2% | -424.6% | -82.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling