-21.5%
LBRT vs SOXQ
+45.5%
-67.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.2% | -3.1% | -8.1% | -9.6% |
| 7D | -25.3% | -12.1% | -13.2% | -20.3% |
| 30D | -32.9% | -22.0% | -10.8% | -24.3% |
| 3M | -33.3% | -15.6% | -17.7% | -27.5% |
| 6M | -61.0% | -2.4% | -58.6% | -60.3% |
| YTD | -28.0% | +45.4% | -73.4% | -41.5% |
| 1Y | -21.5% | +47.7% | -69.2% | -36.4% |
| All | -21.5% | +45.5% | -67.0% | -36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXQ.
Daily Out/Under-Performance
Portfolio return minus SOXQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXQ 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 SOXQ 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