+23.4%
LBRT vs SNY
-9.7%
+33.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.3% | -5.6% | -5.9% |
| 7D | +2.3% | -3.6% | +5.9% | +2.5% |
| 30D | -2.9% | -1.9% | -1.0% | -2.9% |
| 3M | -26.1% | -2.0% | -24.2% | -26.1% |
| 6M | -26.2% | +2.5% | -28.7% | -26.5% |
| YTD | +13.7% | -7.0% | +20.6% | +14.0% |
| 1Y | +93.6% | -4.4% | +98.0% | +93.5% |
| All | +23.4% | -9.7% | +33.1% | +20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 3y: compounded portfolio wealth divided by compounded SNY 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…
3y analysis · Full analysis span regression · 6 months rolling