-16.2%
LBRT vs SSNC
+72.2%
-88.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +0.2% | +7.9% | +8.0% |
| 7D | -11.9% | -4.5% | -7.4% | -9.3% |
| 30D | -31.9% | -3.9% | -28.1% | -31.0% |
| 3M | -34.9% | -1.3% | -33.5% | -35.4% |
| 6M | -60.7% | +14.1% | -74.8% | -65.2% |
| YTD | -29.2% | -9.9% | -19.3% | -28.1% |
| 1Y | -23.6% | -6.2% | -17.4% | -24.6% |
| 3Y | -26.8% | +56.1% | -82.9% | -49.5% |
| 5Y | +16.3% | +5.4% | +11.0% | +3.0% |
| All | -16.2% | +72.2% | -88.4% | -48.8% |
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 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