+33.5%
LBRT vs SCCO
+510.8%
-477.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.7% |
| 7D | +8.7% | -5.3% | +14.0% | +12.1% |
| 30D | +6.6% | +2.7% | +3.9% | +3.9% |
| 3M | -34.5% | +4.2% | -38.7% | -36.7% |
| 6M | -24.5% | -0.6% | -23.9% | -27.9% |
| YTD | +12.7% | +45.0% | -32.2% | -18.2% |
| 1Y | +94.8% | +109.3% | -14.5% | +9.0% |
| 3Y | +31.9% | +180.8% | -148.9% | -45.3% |
| 5Y | +111.8% | +314.3% | -202.4% | -38.9% |
| All | +33.5% | +510.8% | -477.3% | -75.1% |
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 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