+43.0%
LBRT vs SONY
+146.2%
-103.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.5% | +3.3% |
| 7D | +10.2% | -4.9% | +15.1% | +12.6% |
| 30D | +4.9% | -1.6% | +6.5% | +5.3% |
| 3M | -21.2% | +10.0% | -31.2% | -25.8% |
| 6M | -19.9% | +8.4% | -28.4% | -24.8% |
| YTD | +20.8% | -8.4% | +29.2% | +23.3% |
| 1Y | +123.5% | -18.4% | +141.9% | +141.4% |
| 3Y | +30.9% | +41.0% | -10.0% | +2.8% |
| 5Y | +136.3% | +9.3% | +127.0% | +108.7% |
| All | +43.0% | +146.2% | -103.2% | -26.7% |
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