-28.8%
LBRT vs SONY
+63.5%
-92.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.5% | +0.8% |
| 7D | +9.2% | +0.3% | +8.9% | +9.2% |
| 30D | -27.5% | +11.1% | -38.6% | -29.5% |
| 3M | -37.9% | +14.7% | -52.5% | -40.2% |
| 6M | -60.7% | +18.8% | -79.5% | -62.5% |
| YTD | -28.5% | +5.7% | -34.2% | -28.7% |
| 1Y | -13.2% | -8.1% | -5.2% | -7.9% |
| 3Y | -28.8% | +64.0% | -92.8% | -30.9% |
| All | -28.8% | +63.5% | -92.3% | -30.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling