+33.5%
LBRT vs SSNC
+84.9%
-51.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.6% | +2.2% |
| 7D | +8.7% | +0.6% | +8.1% | +8.3% |
| 30D | +6.6% | +6.0% | +0.6% | +2.6% |
| 3M | -34.5% | +21.0% | -55.4% | -43.2% |
| 6M | -24.5% | +12.1% | -36.6% | -31.9% |
| YTD | +12.7% | -3.2% | +16.0% | +11.1% |
| 1Y | +94.8% | -4.4% | +99.2% | +92.5% |
| 3Y | +31.9% | +51.6% | -19.8% | -5.7% |
| 5Y | +111.8% | +21.1% | +90.7% | +72.5% |
| All | +33.5% | +84.9% | -51.4% | -21.0% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling