+107.6%
LBRT vs SNY
+9.4%
+98.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.8% | +0.9% |
| 7D | +1.8% | -3.3% | +5.1% | +2.2% |
| 30D | -2.5% | -2.2% | -0.3% | -2.3% |
| 3M | -24.9% | -3.0% | -21.9% | -24.7% |
| 6M | -29.5% | +2.7% | -32.2% | -30.0% |
| YTD | +14.7% | -6.8% | +21.6% | +15.5% |
| 1Y | +91.7% | -5.3% | +97.0% | +92.2% |
| 3Y | +24.6% | -9.8% | +34.4% | +24.3% |
| All | +107.6% | +9.4% | +98.2% | +91.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling