+33.5%
LBRT vs SONY
+158.0%
-124.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +2.2% |
| 7D | +8.7% | -1.2% | +9.9% | +9.3% |
| 30D | +6.6% | +9.4% | -2.8% | +2.0% |
| 3M | -34.5% | +10.5% | -45.0% | -38.2% |
| 6M | -24.5% | +11.7% | -36.2% | -29.9% |
| YTD | +12.7% | -4.1% | +16.8% | +12.7% |
| 1Y | +94.8% | -11.8% | +106.6% | +102.4% |
| 3Y | +31.9% | +45.9% | -14.0% | +2.1% |
| 5Y | +111.8% | +16.3% | +95.5% | +81.5% |
| All | +33.5% | +158.0% | -124.5% | -33.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling