-8.8%
LBRT vs SOXQ
+231.9%
-240.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.5% | +4.5% | +2.7% |
| 7D | +9.2% | +8.2% | +1.0% | +5.2% |
| 30D | -27.5% | -13.2% | -14.4% | -22.2% |
| 3M | -37.9% | -18.5% | -19.4% | -31.4% |
| 6M | -60.7% | -15.4% | -45.3% | -57.8% |
| YTD | -28.5% | +43.6% | -72.1% | -40.0% |
| 1Y | -13.2% | +49.2% | -62.5% | -28.4% |
| 3Y | -28.8% | +190.2% | -219.0% | -56.5% |
| 5Y | +28.0% | +178.2% | -150.2% | -25.6% |
| All | -8.8% | +231.9% | -240.8% | -45.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling