-16.4%
LBRT vs SONY
+178.3%
-194.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.8% | +4.1% | +3.6% |
| 7D | -1.9% | +2.1% | -4.0% | -3.4% |
| 30D | -32.0% | +9.2% | -41.2% | -35.5% |
| 3M | -39.7% | +12.2% | -51.9% | -43.7% |
| 6M | -61.1% | +24.4% | -85.5% | -65.8% |
| YTD | -29.4% | +3.5% | -32.9% | -32.8% |
| 1Y | -24.5% | -9.2% | -15.3% | -23.2% |
| 3Y | -28.1% | +55.6% | -83.7% | -46.5% |
| 5Y | +23.9% | +12.0% | +11.9% | +8.5% |
| All | -16.4% | +178.3% | -194.6% | -60.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling