-21.5%
LBRT vs SONY
-6.4%
-15.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.2% | +2.2% | -13.4% | -10.6% |
| 7D | -25.3% | +2.9% | -28.2% | -24.6% |
| 30D | -32.9% | +10.2% | -43.1% | -31.3% |
| 3M | -33.3% | +16.1% | -49.4% | -31.1% |
| 6M | -61.0% | +32.1% | -93.1% | -58.1% |
| YTD | -28.0% | +1.4% | -29.4% | -23.0% |
| 1Y | -21.5% | -7.0% | -14.5% | -15.2% |
| All | -21.5% | -6.4% | -15.1% | -15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 1y: compounded portfolio wealth divided by compounded SONY 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…
1y analysis · Full analysis span regression · 6 months rolling