+94.0%
LBRT vs SSNC
-3.0%
+97.0%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +0.7% |
| 7D | +8.3% | +0.6% | +7.6% | +8.5% |
| 30D | +6.1% | +6.0% | +0.1% | +8.0% |
| 3M | -34.8% | +21.0% | -55.7% | -29.5% |
| 6M | -24.8% | +12.1% | -36.9% | -18.6% |
| YTD | +12.2% | -3.2% | +15.5% | +21.1% |
| 1Y | +94.0% | -4.4% | +98.3% | +114.8% |
| All | +94.0% | -3.0% | +97.0% | +114.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC 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 SSNC 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