+136.3%
LBRT vs SSNC
+15.9%
+120.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.4% | +4.5% | +3.7% |
| 7D | +10.2% | -3.9% | +14.1% | +11.8% |
| 30D | +4.9% | -0.2% | +5.0% | +4.5% |
| 3M | -21.2% | +15.9% | -37.2% | -27.3% |
| 6M | -19.9% | +7.5% | -27.4% | -23.6% |
| YTD | +20.8% | -8.2% | +29.0% | +25.2% |
| 1Y | +123.5% | -9.3% | +132.9% | +132.6% |
| 3Y | +30.9% | +48.5% | -17.5% | +2.8% |
| 5Y | +136.3% | +16.0% | +120.3% | +92.1% |
| All | +136.3% | +15.9% | +120.4% | +92.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling