+43.0%
LBRT vs SNY
+42.9%
+0.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.7% | +3.8% | +3.3% |
| 7D | +10.2% | -3.6% | +13.8% | +11.5% |
| 30D | +4.9% | -1.4% | +6.3% | +5.2% |
| 3M | -21.2% | -4.2% | -17.0% | -20.4% |
| 6M | -19.9% | +2.0% | -21.9% | -21.1% |
| YTD | +20.8% | -6.7% | +27.4% | +22.5% |
| 1Y | +123.5% | -4.7% | +128.2% | +124.1% |
| 3Y | +30.9% | -8.1% | +39.1% | +28.0% |
| 5Y | +136.3% | +8.2% | +128.1% | +104.5% |
| All | +43.0% | +42.9% | +0.1% | +7.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling