+22.1%
LBRT vs SSNC
+56.7%
-34.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.6% | +1.8% |
| 7D | +8.7% | +0.6% | +8.1% | +8.5% |
| 30D | +6.6% | +6.0% | +0.6% | +4.6% |
| 3M | -34.5% | +21.0% | -55.4% | -38.6% |
| 6M | -24.5% | +12.1% | -36.6% | -26.7% |
| YTD | +12.7% | -3.2% | +16.0% | +18.7% |
| 1Y | +94.8% | -4.4% | +99.2% | +106.4% |
| All | +22.1% | +56.7% | -34.6% | +5.4% |
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