-37.5%
LBRT vs SSNC
+54.4%
-91.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.8% | +6.1% | +5.5% |
| 7D | -29.1% | -3.3% | -25.8% | -28.6% |
| 30D | -38.4% | -1.3% | -37.1% | -38.7% |
| 3M | -40.1% | -2.3% | -37.7% | -40.3% |
| 6M | -62.9% | +12.6% | -75.5% | -64.9% |
| YTD | -34.5% | -10.1% | -24.4% | -29.9% |
| 1Y | -30.2% | -6.6% | -23.6% | -27.5% |
| 3Y | -37.5% | +54.0% | -91.4% | -50.3% |
| All | -37.5% | +54.4% | -91.9% | -50.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling