-23.2%
LBRT vs SSNC
-6.2%
-17.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +0.2% | +7.9% | +8.2% |
| 7D | -11.9% | -4.5% | -7.4% | -13.6% |
| 30D | -31.9% | -3.9% | -28.1% | -32.8% |
| 3M | -34.9% | -1.3% | -33.5% | -35.1% |
| 6M | -60.7% | +14.1% | -74.8% | -58.0% |
| YTD | -29.2% | -9.9% | -19.3% | -24.5% |
| All | -23.2% | -6.2% | -17.0% | -19.8% |
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