+27.0%
LBRT vs SONY
+41.5%
-14.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -4.2% | +8.1% | +5.0% |
| 7D | +6.9% | -5.2% | +12.1% | +8.3% |
| 30D | +7.8% | +0.3% | +7.5% | +7.5% |
| 3M | -25.3% | +6.2% | -31.5% | -26.8% |
| 6M | -19.6% | +9.5% | -29.1% | -22.3% |
| YTD | +17.2% | -8.1% | +25.2% | +21.0% |
| 1Y | +114.1% | -17.9% | +132.0% | +131.3% |
| 3Y | +27.0% | +41.5% | -14.5% | +15.1% |
| All | +27.0% | +41.5% | -14.4% | +15.1% |
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