+38.7%
LBRT vs SSNC
+77.8%
-39.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -3.8% | +7.8% | +6.2% |
| 7D | +6.9% | -1.8% | +8.7% | +7.9% |
| 30D | +7.8% | +1.9% | +5.9% | +6.1% |
| 3M | -25.3% | +18.4% | -43.7% | -34.4% |
| 6M | -19.6% | +7.0% | -26.5% | -25.4% |
| YTD | +17.2% | -6.9% | +24.1% | +18.0% |
| 1Y | +114.1% | -8.2% | +122.2% | +116.4% |
| 3Y | +27.0% | +50.5% | -23.5% | -9.1% |
| 5Y | +128.3% | +17.4% | +110.9% | +89.0% |
| All | +38.7% | +77.8% | -39.1% | -16.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling