+126.5%
SAP vs LBRT
+33.5%
+93.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -1.0% |
| 7D | -2.9% | +8.7% | -11.6% | -3.6% |
| 30D | +9.0% | +6.6% | +2.4% | +8.4% |
| 3M | +14.9% | -34.5% | +49.4% | +18.3% |
| 6M | +11.9% | -24.5% | +36.4% | +13.3% |
| YTD | -9.9% | +12.7% | -22.6% | -12.7% |
| 1Y | -19.5% | +94.8% | -114.4% | -26.9% |
| 3Y | +61.8% | +31.9% | +29.9% | +49.4% |
| 5Y | +56.2% | +111.8% | -55.7% | +33.1% |
| All | +126.5% | +33.5% | +93.0% | +72.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT 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 LBRT 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