+123.5%
LBRT vs SONY
-18.5%
+142.0%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.5% | +3.1% |
| 7D | +10.2% | -4.9% | +15.1% | +9.8% |
| 30D | +4.9% | -1.6% | +6.5% | +4.7% |
| 3M | -21.2% | +10.0% | -31.2% | -20.2% |
| 6M | -19.9% | +8.4% | -28.4% | -18.0% |
| YTD | +20.8% | -8.4% | +29.2% | +30.2% |
| 1Y | +123.5% | -18.4% | +141.9% | +153.6% |
| All | +123.5% | -18.5% | +142.0% | +153.6% |
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