+128.3%
LBRT vs SONY
+11.4%
+116.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -4.2% | +8.1% | +5.4% |
| 7D | +6.9% | -5.2% | +12.1% | +8.8% |
| 30D | +7.8% | +0.3% | +7.5% | +7.4% |
| 3M | -25.3% | +6.2% | -31.5% | -27.4% |
| 6M | -19.6% | +9.5% | -29.1% | -23.4% |
| YTD | +17.2% | -8.1% | +25.2% | +20.0% |
| 1Y | +114.1% | -17.9% | +132.0% | +129.9% |
| 3Y | +27.0% | +41.5% | -14.5% | +6.7% |
| 5Y | +128.3% | +11.8% | +116.5% | +107.8% |
| All | +128.3% | +11.4% | +116.9% | +107.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling